Comment # 6 on bug 76284 from Michel Dänzer

Does the same thing happen if you switch between 'Window' and 'Borderless
Window' mode?

AFAICT dota2 never actually changes screen resolution when changing any of
these settings, apparently it merely changes some internal state.

BTW, I can always exit the game with Alt-F4, no need to guess where any buttons
are located.