Can confirm borderless window does not work. However, you can manually fix the DLSS issue even with the (Game Pass or Steam version) by downloading the DLSS 3.7 file and putting it in the correct directory.
Download the latest DLSS file from here:
NVIDIA DLSS via TechPowerUp
And extract it to your game's installation folder (for example):
ImmortalsOfAveum\x64\Windows\Engine\Plugins\Runtime\Nvidia\Streamline\Binaries\ThirdParty\Win64\
Then when you start the game you should have the option to turn DLSS on again.
For some reason this update removed the DLSS file.
Seems the patch was supposed to update DLSS to 3.7 but they forgot to add that file to the patch, so it removes the old one without adding the new one.