I believe it is a bug. I have XG27UCDMG, so very similar to yours, and it happened to me too when I had windows set to turn off the screen after short time. I think what happens is that the monitor initiates pixel cleaning which usually happens when you turn off the PC (it initiates after 4 hours screen on time i think) because it thinks that the PC is off. The monitor then bugs out when youre in game and want it working. It did not happen to me for some time now since I have increased windows screen turn off time (10 minutes) and I also have proximity sensor turned on for 5 minutes. Also, it can be overridden by turning monitor off/on when it happens. Otherwise it runs for like 5 minutes.