When you select full screen and apply it, the window looks like this.
Blueprint code
Hello WhyAreLess,
I was able to reproduce this issue on our end. I have written up a report and I have submitted it to the developers for further consideration. I have also provided a link to the public tracker. Please feel free to use the link provided for future updates.
Link: Unreal Engine Issues and Bug Tracker (UE-38041)
Make it a great day
Thank you! 