Ok, this has cost me a bit of a headacke, but I finally figured it out.
Windows 10 has a special scaling feature that seems to affect the window. In Config -> System -> Display (first option) there's a scaling of aplications, text and other elements. This aplies to everything on screen, but when the game is launched, it seems to default it at 100%.
When you change it manualy to 125% (my default) after launching the game it "fixes" the fullscreen. When exiting the game after manualy changing it, it goes up to 150%.
When asking the window to display at desktop resolution, my guess is that it leaves the scaling alone because it doesn't have to change anything.
If there could be some way to access the scaling factor previous to creating the screen, you could manualy scale the window, but I have no idea how to do that. Honestly I have no idea how to fix this.
EDIT1:
Right now I'm "solving" the problem by making fullscreen mode only avaliable to the user as (sf::VideoMode::getDesktopMode()), but I'd prefer if there was a way of making fullscreen reliable in windows 10.