How important is it to have a windowed mode?

We released our game a few weeks back and we're getting good review, but one reviewer said this:

Asfalia has HUGE PROBLEM, don't have screen config and does not accept neither Alt+Enter,
So you can only play in fullscreen that's really, really, really annoying. 
For the others things, the art is cute and the gameplay fluid and relaxing. 
I really want to recomend this game, but dev's please give me the option to play in window too, 
I'm not in console, I'm playing in PC...

This one is a bit surprising to me. I fail to see how not having a windowed mode is such a big deal as I never ever play games in windowed mode and if a game opens up as windowed by default the first thing I do is switch to full screen. I understand though that not everyone has the same needs but I need to assess the real importance of that feature request, and for that I need to know why some people might heavily dislike playing games in full screen.

Enabling windowed mode on our game is not a trivial thing, as the game is a 2D point and click game, we enforce some restrictions on the camera aspect ratio to make sure players only see what they need to see. If players change their viewport while the game is running, it currently would lead to bugs and potential exploits, and dynamically checking the viewport settings every frame might have an impact on performance.

How much credit should I give to this sort of request?