Alt-tab out of fullscreen leads to a DirectX error and game closing.

[Grit]

It is not... a feature. From what I heard, it's only an issue about not loading the textures back into video memory after returning to fullscreen, which just causes the program to crash.
Since you don't have to unload them when alt-tabbing from windowed mode, the game doesn't crash there.

You're implying that after 10 years of MMO experience, SE still doesn't know how to make a full-screen mode that doesn't crash when minimized.

Not impossible, of course. But I'll be waiting to hear from SE on this issue, since it seems to be a very popular topic.