Player settings full screen toogle button doesn't effect builded version. There is workaround to change product name after you changed screen mode, its seems that options are not updated after full screen button.

Project Steps:

1. Create new project.
2. In player settings set it to windowed (Don't touch anything more).
3. Build project, notice its still in full screen mode.

Workaround:

1. Set to windowed.
2. Change product name.