Hmm, I don't have the game anymore so I can't test it, but can you try setting it to that 2nd option (Fullscreen), click ok (save settings) then exit the game, run it again and try selecting the Fullscreen(旧) option?
I think that 3rd option is supposed to stretch whatever you selected previously, that's why it's putting black screen around windowed, i.e., technically "windowed" was still the -last setting-.
That's the only thing I can think of, because of 旧.