Interesting. I did not run any sort of script, but just using Ctrl+F to switch back and forth the setting eventually "stuck" and I can play full screen (2560x1440) no problems. However, I have to do this each time I start the game.
This seems to indicate that is it (possibly) not a driver problem (I have many other games that work fine fullscreen after El Capitan), and that a client update to correct this issue should be possible?
Mac (27-inch, Late 2013)
3.5 GHz Intel Core i7
16 GB 1600 MHz DDR3
NVIDIA GeForce GT 780M 4096 MB
OS X El Capitan (10.11.1)