You could create the window at size (1, 1), quickly move it offscreen (e.g. -2000, -2000), resize it to the size you want and then reposition it. This is much less noticeable than moving it onscreen but works even better if the window doesn't need decorations.
One thing I haven't tried is to create the window after setting its position but I would guess that the setting position method affects the actual created window, not the sf::Window object, which would've allowed you to set the position first and that position taken into account when the actual window is created.
With all that said, users tend to accept "imperfect" motion when a window is first set-up and when applications are first started.