Forced fullscreen

troublecathead​  Are you saying the windowed mode setting in the game's graphics options doesn't stick?  Or does it stick but the game overall appears to be in fullscreen mode?

One cause of this can be telling the EA App or Steam to run the game in fullscreen.  If you've added -f in the command line box in the EA App, under Sims 4 > Manage > View properties, remove it.  In Steam, it would be under Sims 4 > General > Launch Options.

If that's not the issue, do you use any gaming-related software that offers to "optimize" your game settings?  An example would be Nvidia's GeForce Experience, but there are plenty of others.  The app could be changing the settings to what it "thinks" are the best ones for your computer, overriding your own choices.  The easy way to get around this is to tell it not to optimize Sims 4's settings.