Yes, I think Panzi is talking about when first opening the app. It will not remember to open maximized after closing the app and then reopening. It started doing this a couple versions ago. There is another post about this issue from several days ago.
edit: Plex for Windows not re-opening at previous position or size - #21 by MighT_42
edit 2: I see what Otto means now. If you open the app and then immediately click the full screen button circled in the picture it will go full screen. You can’t minimize it to the taskbar but you can use the function key to close it. It will open full screen next time you open it, but not a maximized window.