I imagine you may be working on a fix for this, but as soon as I enter the "options" menu in the current version (0.2) the game goes from full screen to windowed and vice versa if the game starts in windowed mode, clicking on the full screen checkbox does not fix the issue and you can only go back to full screen by closing the game, reopening it and going back to "options" so that it forces itself back to full screen (and vice versa).
I imagine the intention was for it to do this when you click the checkbox that says fullscreen, but none of the options in the options menu seem to be interactable either. Additionally the audio ceases as well when you go to options.