If the game is set a lower resolution when you exit the game is changing desktop resolution for less, as in the game.
Do you mean when your in the game the resolution is fine but when you get out of the game onto the desktop its really small? If yes, i have the same problem ;)
No, if the in-game resolution of 1024x768, and on the desktop 1920x1050, when you exit the game changes the desktop resolution to a smaller ... 1024x768 or something like that.