I haven't seen anything from HTC, but I can hazard a pretty likely guess. And that is that in full screen mode, you can't see the pop-ups from the firewall software that so many people run these days, and then the average computer player is often "stuck". It doesn't work, and they just don't know why.
So having the game launch in windowed mode, and switch to full only when you enter the arena, probably makes life a LOT easier on the support staff, and gives the game a better chance of success with a new player who might be trialing it.
All a guess, of course.
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