First: those games are made for Linux. I'm using Steam Beta but I got the problem with DRM-Free games BEFORE even installing Steam Beta.
The bug itself is simple: when a game run fullscreen it'll start to show the desktop by flashes. It show the desktop as a single desktop (no virtual ones, while I've 4 of them) (i.e. Cave Story + running fullscreen and Serious Sam 3: BFE are both subject to the bug)
No problem with windowed games nor a few games running fullscreen (i.e. Cave Story + windowed don't do the bug, Dungeons of Dredmor running fullscreen don't bug neither)
Note: I don't think it's in anyway linked to Steam as Cave Story + is DRM-Free while Serious Sam and Dungeons of Dredmor are on Steam.