When you're in the main menu in fullscreen and hit the Jump To window, the game goes back to windowed mode while the Jump To is still displayed. After that, it doesn't go back to fullscreen, and hitting alt+enter results in osu! going black, then displaying normally, as if it was changing from full screen to windowed. Entering play or options switches the game back to full screen.

EDIT: if it is relevant at all, my resolutions are 1024x768 (windowed) and 1366x768 (native resolution, full screen)