It seems that the setup doesn't update your settings correctly. Can you please check the following:
1) You're running setup.exe as an administrator
2) When your setup is opened check that it's editing lua and not registry:
3) If everything else fails, you can edit it manually, find file named "OptionInfo.lua" inside "savedata" folder, and edit line
Code:
OptionInfoList["ISFULLSCREENMODE"] = 1
Replace 1 with 0 and save the file. You can edit it with any text editor, notepad for example.
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