Does anybody else have this problem? The game saves all my other options but when I start the game up it always reverts into "windowed" mode and I have to go into options to select "Fullscreen." If I exit out and restart,... back to Windowed mode again. Not a major issue, just a little annoying to have to switch it into Fullscreen with every play. All other settings and save games are remembered.

Same here. It does get a little annoying...

Yeah, tried the game on two systems and it's always the same. An odd issue indeed. o_O