Since you can open the gnome-appearance-properties using the context menu from the desktop I really think that you should be able to change the display properties at the same time (plus coming from Windows it’s the expected behaviour).

Plus I think it’s overkill having an extra menu entry just to change the screen resolution.

While we’re reducing the menu clutter I can’t see why gnome-screensaver-preferences can’t also be included as an extra tab. I think for most people changing all settings to-do with the screen and desktop in one place makes sense.