Ok, I found the problem!
I'm too restrictive when asking for the video mode to set in fullscreen:
minimum frequency=75Hz
maximum frequency=75Hz
when decreasing minimum frequency down to 60Hz, this works!
final DisplayMode[] availableDisplayModes = org.lwjgl.util.Display.getAvailableDisplayModes(
SCREEN_WIDTH, SCREEN_HEIGHT, SCREEN_WIDTH, SCREEN_HEIGHT, 32, 32, 60, 75);