I;ve had the same issue - to do with Catalyst in the startup items with full screen selected, and then the menu bar is still visible. The only workaround currently is to HIDE finder - easy, but a pain every time....

Haven't managed to learn how yet, but it would be nice to write a small piece of Apple Script to put in startup items, instead of Catalyst, which does the following:
wait 30sec
load catalyst
wait 30 sec
hide finder

if anyone does manage to write this, before I learn how - do post a copy...