Blitz always runs apps in a window when debug is turned on. Maybe something to do with that. Perhaps your driver/Graphics card doesn't support 3D in windowed mode, or something. Check out these various commands:
CountGfxModes3D
GfxMode3D
GfxMode3DExists
GfxDriver3D
GfxDriverCaps3D
Windowed3D
CountGfxModes3D
GfxMode3D
GfxMode3DExists
GfxDriver3D
GfxDriverCaps3D
Windowed3D