I didn't see this request in a search so here goes.
For certain users, in particular desktop and laptop users, there is a feature in many games called borderless windowed mode, fake fullscreen, full window, etc.
What this feature (essentially) does:
Launches the game in a window.
Changes the resolution of the window so only the game itself covers the entire screen.
Removes the window's default borders, menus, buttons, etc. that aren't part of the game itself.
Graphically displays the game as if it was in fullscreen mode.
Allows fast and stable switching between the game window and other windows.
Eliminate screen tearing without vsync because the window uses the operating system to synchronize.
Some graphics cards do/may not support crossfire/sli when the game is in this mode.
Could have scrolling issues on multiple monitor setups.
Takes up more memory (RAM) than fullscreen mode (usually not an issue).
Why should this feature be considered?
Many gamers/users like to switch between multiple applications and want to do so quickly and painlessly. If this switching takes a long time or causes unexpected behavior (like a crash or other bug), people may be less inclined to play the game.
Quick Summary (tl;dr):
Let's assume many players switch applications while playing games and switching is important to them. If the game session's stability (lag, disconnects in multiplayer, crashes) in fullscreen mode is affected by switching applications, then borderless windowed mode is a solution for that.
I think many players would appreciate an official borderless windowed mode for BGEE/BGEE2.
Footnote: I made a script to do this (somewhat) for Windows users at http://forum.baldursgate.com/discussion/20092/bgeebw