"Win and Up Arrow" is shortcut for changing to fullscreen mode, but it does not work properly before clicking window or change input mode to UI or GameAndUI.
probably, Win API caused this issue, and we should call ::ReleaseCapture() after launch. Changing input mode to UI or GameAndUI run this.
expect : change to fullscreen
result : don't change to fullscreen
There's no existing public thread on this issue, so head over to AnswerHub just mention UE-121984 in the post.