By default the game doesn't have fullscreen. Here's how you can change that.
Guide to Enable Fullscreen
Doing The Thing
By default the game doesn't support fullscreen. But there is a beta branch that you can enable to get fullscreen.
You can access the beta branch by right clicking the henry stickmin collection and clicking on properties.
Then you need to go to the beta branch and opt into the beta.
After doing this the game will download and you can go into the in game options and enable fullscreen. Do keep in mind though that the fullscreen in this game is a bit unstable and may crash at certain points.