mmmm its really interesting.... i´ve been thinking what could be the reason for that but somehow i don´t find any logical reason for this strange behaviour/speed gain.
When dolphin renders a game on your desktop Windows automatically share power depending on the apps you have opened on your desktop and set a high priority to the one focused anyways it means that for some reason the trick has some influence on that maybe(just a theory tho.. but still doubt thats the reason).
here´s a small pic that gives a close idea how windows renders stuff from the top to the bottom: