Hey it's currently doing it with Elderscrolls Online and any other games I have played that are in windowed fullscreen.
When I launch any application in windowed fullscreen there is about a 50/50 chance that the taskbar will stay visible.
I suspect you mean 'any game', yes?
Once 'fixed', it does not happen again for that running app, yes? Meaning, if you use the Windows Key to open the menu, then click the game again, the taskbar is again hidden, yes?
Stardock Product Lifecycle Manager