Yep, you absolutely can't.
The battle is really easy and simple but it can drags on for a looong time, especially if the general keep using their power. (I remember fallen asleep in front of my laptop during one of the battle.)
It's really troublesome that we can't save or change to the windowed mode during battle.
I can just give a little advice, endure it. Just try to endure it. (or find a 100% save, that is.)