It's perfectly fine.
It's because some games are meant to play on that resolution. Your computer just changes to that resolution automaticly when playing a game that is beyond/under your standard desktop resolution. It also explains the weird visual effects when alt-tabbing from a game to your desktop (like a not-fully maximized folder).
But you can change the gamesettings so it'll be played off in non-fullscreen mode. Works perfect when you need to do other stuff too. Warcraft and third-party tools, you have to wait so you alt-tab to a forum, you name it.