PC - Campaign mode is ALWAYS windowed

Whenever I switch to campaign and the campaign mode launches, no matter what I set in the graphics settings, even at fullscreen settings the game is always windowed. There is no change of anything on switching to borderless or windowed or fullscreen, it always stays like this. Pressing the maximize/shrink button of windows (beside the X) only changes the size of the view within the window, but it is always windowed.

This issue doesn't exist in the multiplayer/training etc modes.