I have MacBookPro with Retina display + second display. If I open Windows 8.1 virtual machine in the window mode on the Retina and move the window to the second display, the text scaling ('the size of text and other items on desktop') is not changing automatically (from 200% to 100%). I need to log out and log in to Windows OS. The same behavior is when moving the window back to the Retina display.
Screen scaling is wrongly adapted when moving Windows 8.1 VM window from HighDPI display to another and vice versa.
Windows consists of several applications. Some of them do not react to the DPI changing on the fly (e.g. Windows Explorer that draws Desktop, icons, captions). Some of them react immediately (Metro apps, Windows Office 2013).
You need to log out of WIndows OS and log in back.