I've had a problem with Fortnite before, that every time I opened the game I had to reset the graphics settings. Was annoying, but didn't do anything about it.
Now I have GTA V for 2 days, & every time I start it start the game in windowed mode, although the last time I saved & left it in full screen mode, also the graphics settings are often wrong & the game has to be restarted so it starts with the settings, & that's extremely annoying.
Why is that?
You will most likely open the game in safe mode (i.e. Start the game with minimal CPU usage, which is why the graphics settings are reset).
Simply close the game using ALT + F4 or another unwanted path, task manager etc. After that you will be asked if you want to start the game next time in safe mode. Just refuse and it is good. If it doesn't work, write to Rockstar Support.