Everytime I login it defaults to windowed mode whenI had it set to full screen and I have to going into graphics settings to change it.
You can use Alt+Enter. And it usually happens when you click on something before game started. Your settings won't save after exit if your useroptions file in game folder is read only.
It would be nice to know if your file was set to read only or not. I've seen this mentioned a lot on reddit by players, but never experienced it myself.