When I change the display resolution while working in Coherence mode the virtual machine is automatically switching to Window mode.
How to fix it?
Coherence view mode is designed to "remove" Windows Desktop and make Windows applications appear as if they were native Mac applications. So, in Coherence mode virtual machine resolution is the same that Mac has (if you have a Mac with retina display and in virtual machine configuration retina support is disabled, then resolution can be different).
Such behavior is by design of the product and cannot be changed.
If you need to set a custom resolution, please use a Full Screen mode or Window mode.