Steps to reproduce:
1) Open provided example project
2) Press File > Build an Run
3) Press "Play!"
4) Press left ALT + Return to switch to fullscreen
5) Press left ALT + Return to switch to windowed mode

Notice:
1) Alt + Return toggles fullscreen mode.
2) When toggling from windowed to fullscreen and back to window window's size is not saved. (regression from 4.6)

Main problems:
There's no way to disable this function.
Lack of information about this.
And on 5.0 and 5.1 windowed mode resolution is not saved.

Issue was fixed in Unity 5.3 by adding "Allow Fullscreen Switch" choice in "Player Settings". Verified in 5.3.0b2.