X11GraphicsDevice.java has following restriction

    public boolean isDisplayChangeSupported() {
        return (isFullScreenSupported()
                && (getFullScreenWindow() != null)
                && !((X11GraphicsEnvironment) GraphicsEnvironment
                        .getLocalGraphicsEnvironment()).runningXinerama());
    }

So display mode change is available only when running single screen.

With Crtc and Output XRandR APIs it is possible to remove this limitation.