I don't know if this was ever made an option but as of the current releases of both portable and full game you can access the desktop with the wrapper running on Windows systems at the very least.
ALT+TAB and START+TAB are wonderful things, and hitting the Start menu key on keyboards that have it still brings up the taskbar with the "Show Desktop" button that still works.
The one thing I have noticed is that many of the other Windows popup boxes are recolored with Aurora's theme (which I don't mind) and all of the text in dropdown menus in Waterfox and LibreOffice becomes the Aurora yellow color (which is really annoying because I can't read the text any more.) These effects stop upon closing Aurora and its wrapper. Usually the wrapper closes when the game exits, but not always.