Before I got my present TFT monitor I had a couple of Iiyama ones (CRT monitors) and had a similar problem, most irritating! I think they just go into a protective standby mode, especially if you tinker with any of the settings and get something wrong. That's my experience, anyway.
I would strongly suggest you check out your monitor driver, graphics card driver and all graphical settings, just to make sure you have the correct resolution and refresh rates etc. and check for any updates. This game may be pushing your hardware to the limit. It's worth a second look, anyway, before you go blaming the game for a monitor problem.
HTH.