Windows – What’s the reason aero turns off and then sometimes comes back again

It might be that the game program hasn't closed and is still causing problems from the background.
From Troubleshoot problems with Windows Aero:

Some older programs might be incompatible with Aero. When you run the program, Aero might stop working for as long as the program is running. Closing the program should restore Aero. To avoid this problem, check with the manufacturer of the program to see if there is a version available that is compatible with Windows Vista.

And another possibility:

If you are running the Power saver plan, Windows sometimes turns off transparency automatically. If you don't want this to happen, you can switch to the Balanced power plan.

You might also verify the video card driver from the manufacturer's site (not Windows update).

EDIT

Found an interesting article :
My Vista Aero Glass Turned Itself Off, How Do I Enable it Again?
It lists a few more cases that you might like to check, but the text you'll find most frustrating is:

When Windows Vista detects that your computer is running too slowly for Aero, it will automatically disable it. Normally once you close out of some applications everything goes back to normal, but sometimes you get “stuck” with the Vista Basic theme, and have to go in and enable it again.

This means that your game has taken too many resources to keep up Aero, and Windows just stays in basic mode afterward.

For more shortcuts for turning on Aero and transparency, see:
How to Enable or Disable Aero in Windows Vista

But there is a workaround:

https://mousejiggler.codeplex.com/

Make sure you use the Zen Jiggle mode to avoid any onscreen interference with your viewing pleasure.