GTA V automatically goes into window mode when the laptop is closed?

I play GTA V on my laptop but whenever I close it the game automatically goes into windowed mode. This is very annoying, because then I have to go into the settings and in the graphics settings, the whole must again set to full screen. I tried everything but nothing helped. Due to lack of graphics memory, I do not play on the ideal resolution, which could possibly be a reason. Is it possible to change this somewhere or off?

With "Alt" + "Enter" you can switch between window and full screen mode, then you have at least not in the settings.