My setup: Windows 10, 3840 x 2160 monitor.
First time play, the game starts with exclusive fullscreen. When you click anywhere in the game window, the game minimizes itself.
Switching to 1920 x 1080 fixes this. Also, after switching to 1080p, then switch back to 3840p, exclusive fullscreen also works.
Also, I suggest to use windowed mode as default. It's just friendlier. Also, exclusive fullscreen messes with other opened windows.