I wonder why nobody has suggested just maximizing the window...
Obviously, with the current SFML API, there is no way of saying "give me a window whose outer extents match x,y". So instead of saying give me a window that is the same size as the desktop resolution, just maximize the window right after you create it. That is what you really want in the end anyway. The desktop resolution video mode should only really have to be used for fullscreen or positioning the window somehow, but not for creating floating windows, else you will end up with the problem described in this thread.
Since SFML doesn't support programmatically maximizing the window, you will have to use the Windows API for this:
ShowWindow(window.getSystemHandle(), SW_MAXIMIZE);
Don't forget to include
<windows.h>.