There have been numerous requests for Windows 10 windowed mode to be fixed recently. Due to it being a bug with the client and graphics card drivers in windows 10, this is nothing that can be fixed properly.
However I have managed to set up a way to switch to windowed mode manually, without downloading the full game again.
Download this patch file:
Then follow the instructions located in the ReadMe.txt file in the folder.
This will allow you to goto windowed mode any time you need to, by copying a config file in your game’s install folder.