yes, I just recreated this in a new project. Still happening.
Steps:
1.) Launched UE 4.16.0 Preview 3 from Epic Launcher
2.) New Project → Blueprint → Top Down (Desktop/Console, Maximum Quality, With Starter Content)
3.) Open Level Blueprint
4.) Add “Event Begin Play” node, connect to “Execute console command”
5.) Set console command to “r.SetRes 1280x720w”
6.) Compile, save, package project (Windows x64)
7.) Run game .exe
8.) The resulting window has no decoration (border, title bar):
I have reproduced this issue and logged a report for it here
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