Do other Touhou games work in fullscreen?
What monitor and GPU do you have?
Touhou 10 onwards, yes.
They work.
I have a Samsung GT Monitor with 1600x900 reso and 60 Hz, as I've said.
My GPU's an old NVIDIA GEForce 9300 GE card.
The games worked on fullscreen before we replaced monitors.
I would also check what fullscreen settings you have active, like if the window is stretched to fill the screen, or if it letterboxes, etc.
Additionally, does it pop up with an error message after it closes? I would guess it pops up with some D3D error.
It's stretched to fill the screen for all games.
And no, it doesn't pop up any errors, just flat out closes.
Sometimes, the process of the game is not immediately closed.