My guess is they are using this:
https://extensions.gnome.org/extension/1610/fullscreen-notifications/
I was also puzzling over this for a bit... I use Bazzite GNOME on a Deck, and I can't recall ever getting a GNOME notification while in fullscreen anything, video or videogame, launched in desktop mode, and certainly never in the 'game mode' (I believe that is when gamescope is active, right? at least with the Deck variant of Bazzite?).
But yeah anyway, this is my guess, the user manually installed this extension and is apparently annoyed that it is doing its intended function.
... Either that, or... maybe they're using a ... somewhat to moderately out of date version of GNOME?