If you get switched to desktop with a mouse click, press alt enter, that's no win11 issue, that's an old one and don't forget direct x. Type direct x installer in your search engine and first hit should be microsoft with a version for direct x 9-11.
I usually skip dialogs in many games but not for this one. The stories around the different characters make sense in this world and they behave in a believable way. The only minor exception are random people you meet and they get annoying soon, but that's really the only issue i had with the game. Compared with other titles this is a minor annoyance. Would love to see a sequel and perhaps that one about Captain Kouri's because i found him a very interesting character and the way the game ends for him has a nice setup for a sequel already.