"Start in Fullscreen" option is broken and not recommended to use.
I think its not too hard to press Alt+Enter and switch to full screen mode (menu is auto hide in such case)
as was said - its broken. not auto-hidden menu is just one of symptoms.
it may glitch or crash in other ways depending on unique windows/pc setups.
as was said, its better to not use "Start in Fullscreen" feature now, at least if you want emulator to work stable / correctly.