It seems, there is a common problem with Windows 10 display scaling and gaming, using the native resolution. This also seems to happen with The Space Between sometimes. So if you want to start the game fullscreen, using the native resolution of your display, while Windows scaling is turned to more than 100% fullscreen may not work.

SOLUTION:

Turn down Windows display scaling to 100%

or

Got to game_files, open the file settings of the game.EXE → compatibility → disable display scaling on High DPI settings.