Only other thing i can think of is if you have enabled full screen scaling in your gpu settings. Check nvidia/amd/intel hd graphics (whichever you are using) control panels for such setting and disable it.
Edit:
you can also try this registry code to disable the fullscreen in MU
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Webzen\Mu\Config]
"FullScreenMode"=dword:00000000
Try this registry code to manually set the window mode in the windows registry. Either copy the folowing code and save it as .reg file or download the attached file in the post
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Webzen\Mu\Config]
"WindowMode"=dword:00000001
windowmode.reg