I have the same problem. On latest public version of Windows 10 and latest RCT2. I own RCT2 through Steam and have full screen turned on.
]Processor AMD Ryzen 7 3750H with Radeon Vega Mobile Gfx 2.30 GHz
Installed RAM 16.0 GB (13.9 GB usable)
System type 64-bit operating system, x64-based processor
Latest public version of OpenRCT2.