I noticed in the demo that if I choose full screen it doesn't save the choice as next time I run the game it is back to Windowed mode. Not a big deal at all but I figured I would let you know. I was using the Linux demo.
My system:
AMD Ryzen 5 2600X | 16GB DDR4-3000 CL15 | MSI RX 580 8GB Gaming X | Mesa 18.3.2 | Solus | Kernel 4.20.3-108.current