And one of the programs that this utility decide was not worthy of keeping around was the Start menu, so it terminated it when your game started. And then when the game was over, it relaunched it.
...and then all became clear shortly after:
But the Start menu is a UWP program, so it is supposed to be launched a special way, with specific command line arguments, and it is supposed to be run in a low integrity app container.
Raymond is obviously going to be pro-MS, but I can't decide whether the ultimate blame here is the third-party utility, or MS for the design decision that somehow the start menu needs to be its own process, require commandline arguments and whatever starts it to do something special (unlike explorer.exe, which establishes its own environment appropriately) or indeed the whole shitshow that is UWP.
Related: https://news.ycombinator.com/item?id=28449607
It seems people have tried replacing the shell with one from an older version of Windows, but it's not a direct drop-in (e.g. https://www.youtube.com/watch?v=RUsbU73Idx4 , warning: audio is useless); with some additional work, I suppose it might be possible.