https://bugs.winehq.org/show_bug.cgi?id=42973
--- Comment #2 from Ken Thomases ken@codeweavers.com --- Hmm. Yeah.
The original thought was around Wine programs (e.g. games) themselves changing the resolution. In that case, the new resolution is just treated "normally" (Retina mode off) because it's assumed that the game wants exactly what it requested. That is, if a game switches to 1280x720, it wants 1280x720 pixels, not 2560x1440 pixels which is what Retina mode would translate it to.
Basically, Retina mode is keyed off of the original resolution as it was at program launch, and only that resolution.
Obviously, that doesn't work so well for external resolution changes. Unfortunately, it's hard to distinguish between an resolution change that's completely external to Wine vs. one which one Wine program is seeing because another Wine program changed the resolution.
As you probably figured, the workaround in the meantime is to restart the Wine programs after the resolution change.