I'm disappointed that C4D works this way, especially if full screen mode is a normal working arrangement (and I don't see why it wouldn't be). I'm checking internally to see if there is anything we can do from our end, but as mentioned earlier this is tightly woven inside C4D. We can (and did) bring it up with them, but as you might guess, our requests don't carry much weight. We don't pay them. You do. Only paying customers move to the front of the queue. If you could be so kind as to bring it up with them, and maybe even get a bug report number, that would make it more likely to be fixed.
Please report back here if you make some progress. I'm sure many C4D users would like to use it in full screen mode.