Preference.
PeaChick and Gokuri play fullscreen.
Honestly the thought of playing at a different resolution from the same old 1366x768 didn't even cross my mind for a year and a half, until I finally switched to fullscreen on a whim (and later on to 1440x900 windowed). I think this applies to most people, they don't really see much of a point in switching their osu resolution since they're already used to whatever they use (usually 1366x768).