The game doesn't seen to be taking its ques from the options.cfg file in the openxcom/users folder. You can see my options.cfg file below. Note that fullsceen is set to false, yet it always plays in fullscreen, except from the install auto start up.
What OS are you playing on?
Normally the game doesn't take options.cfg from openxcom/users, it takes it from Users/<youruser>/Documents/Openxcom... try searching there.
Btw. have a look into openxcom.log file... you will find there, where is the options.cfg file taken from... game writes it in the log.
For example, from my log file:
[12-08-2017_16-00-09] [INFO] Config folder is: C:\Users\Meridian\Documents\OpenXcom\