well from what i understand, when something runs on fullscreen, is not actually making it bigger, but makes the video run at the same native resolution but filling the complete screen monitor, but is more like zooming out the video area as it play with uncompressed pixels, (the pixels are bigger on raw footage in fullscreen) as opossed to the video resize with actually upconverts the pixels to a more bigger resolution or in other words it renders the image to a bigger resolution that it has.
this is a little hard to explain, but try using an emulator of NES and compare with zoom windowed options, and then to use fullscreen native resolution like actual NES resolution but in fullscreen.