The game doesn't prevent screen saver from blanking the screen when the game is not being played from mouse and kb. The problem stays whether the game is launched from desktop mode or from big picture.

Some older games used to do this as well, but almost all of the new releases have sorted this out.

While this can be avoided with tweaking screen saver settings or running some helper programs it's still a minor inconvenience to remember to revert things after playing.