As far as I can tell, when previewing in window, both the CC client and the CC editor are in memory. It seems like when you're in fullscreen, though, it puts all video memory resources to the fullscreen display, thus unloading CC from memory. When you return to memory, it has to reload the textures before you can do anything with it or it will crash (because it can't find in ram what should be there).
This isn't confirmed, just my observations from my own testing.