The game will not open into full screen mode automatically. You would have to manually go into options set to windowed mode then switch back to fullscreen to make it go back to full screen even though the default was already set to full screen.
This happens on PC and while the game is in the windowed mode or bugged version of the fullscreen mode you would need to move the cursor either and inch to the right or an inch to the bottom of the actual menu you need to click to go into whichever menu item you need.
Same thing keeps happening to me 3 and a half years later. Every time I start the game I have to go into settings and change the setting (that is already set to Fullscreen) to Windowed, then back to Fullscreen for it to go fullscreen.