I ran Process Hacker and noticed that, when I try to play a game on Stella, an pre-installed app called Xbox Game Bar launched. This can actually be seen in the youtube video I posted earlier. I uninstalled all Xbox software, hoping that would solve the problem. But it did not.
I did find out that if I try to play an Atari 2600 game, do the required ALT-TAB to bring up Stella, exit the game and exit Stella, and try the process again, it works fine --- I do NOT have to do the ALT-TAB thing. Then it continues to work fine as long as I don't restart GameEx Evolution.
Any thoughts on that?