I have that too. It's weird.
EDIT: Specifially with Overwatch.
It could be fast boot, yet again. Or specifically how the GPU drivers behave with the fast boot feature turned on.
If you're using Windows 8 or 10 and you have Fast Boot or Fast Start-up enabled (it's on by default), then starting your computer from cold (after a shutdown) is not the same as performing a reboot.
Fast boot is a feature meant to speed up boot times. When enabled, shutting down Windows actually performs a hibernate and leaves all kernel drivers loaded, including the GPU driver. When you turn on again, the PC resumes from hibernation. Some GPU drivers do not play nice with this in some PCs. The only way to do a true cold start, is to start up Windows, then perform a restart. This could explain the different behaviour you see.
Microsoft really need to be admonished for changing something so fundamental and not very clearly telling the user what's going on. GPU vendors are also to blame on this.