XNA scales all sprites fine, but if you specify PreferredBackBufferHeight and PreferredBackBufferWidth, the scaling disappears. Why?

Question

Microsoft

I'm doing a small self study project, but there was a problem. When going full screen and leaving the window size unchanged, XNA scales all sprites fine, but if you specify PreferredBackBufferHeight and PreferredBackBufferWidth, the scaling disappears.
I have a background with a size of 1500*1500 in windowed mode, it occupies the entire window, but if you switch to full screen mode, you can see the blue background. Googling, I read that you need to change the transformation matrix, but I did not understand how and where to do it.
How can this problem be solved without adding a fade/reduce factor to all sprites?