I thought that Apple would be able to have a smooth transition from integrated GPU (iGPU) to discrete GPU without requiring a logout. It looks like I was too optimistic. Apparently, the software side of things is lagging a bit, and at the moment, users will have to close applications and log-out to be able to switch graphics processor (low-power vs. graphics performance).
Fortunately, this is a software problem, so it is very likely that it will be fixed in a future upgrade of the OS. I doubt that this will get people to protest loudly, it is just unexpected. (video from Engadget)