But you could if you run a simple file in terminal. Here is how you could do it.
Create a file named normal.sh in your Desktop with the following contents:
xrandr -s 0
Save it on a place where you can open it easily. Make the file Executable to run it in a terminal. See this post to see how you could make a file executable.
After you run a full screen program and closed it, run the file we created to return back to the normal resolution.
If you get a dialog like above when executing the normal.sh click on Run in Terminal button.