Some games (ex. tetraform) have a fullscreen option built in, but otherwise it's pretty much up to the game developers to include that. I agree that it would be nice for a fullscreen option, but you would have to talk to users on the site that make games.
Also, loading the game directly from the cache link could have other problems. For example, auto-login won't work, so game save features may not work as you'd expect.
Currently, only a few games can be right-clicked and toggled into full screen mode. I recently added Crush the Castle 2 and Sushi Cat 2 to that list.