Any resolution below 640x480 will not got into full screen mode, even if the option to do so is set in Options.
Seperately, full screen on a Mac isn't availiable.
It's a windows issue. It would have to go in the VGA mode (mode 13) and that is not supported by OpenGl or so...
Use 640x480 and upscale by 2, using GRABSPRITE or CREATESCREEN.
Fullscreen on Mac is on TODO.