Microsoft decided when making the DirectX API that you should be able to choose when to resolve your MSAA render target.  If you want to resolve it at the end, the beginning, or the end you can do that.  The chose to make the resolve explicit, so you have to call ResolveSubresource when you want to resolve it.  If you want to resolve to the monitor then you must do the resolve as the last operation and you must resolve it to the back buffer.  Remember the back buffer is what is sent to the monitor, and the monitor has no understanding of MSAA.  Only your graphics card has an understanding of MSAA.

Do you fully understand MSAA?  If you don't somebody might be able to better explain it.  I tried finding a good article, but I had a hell of a time finding one.

Microsoft decided when making the DirectX API that you should be able to choose when to resolve your MSAA render target.  If you want to resolve it at the end, the beginning, or the end you can do that.  The chose to make the resolve explicit, so you have to call ResolveSubresource when you want to resolve it.  If you want to resolve to the monitor then you must do the resolve as the last operation and you must resolve it to the back buffer.  Remember the back buffer is what is sent to the monitor, and the monitor has no understanding of MSAA.  Only your graphics card has an understanding of MSAA.