This is actually as designed. When in windowed mode it scales the window to the next highest resolution in order to accommodate the border.
This happens in other games as well. I just double checked with Warcraft and the behavior is similar. Setting the windowed resolution to 1920x1080, I end up with an actual resolution of 1794x1006.
I could improve the behavior but I really would like to set up border less windows as an option.
Anyways, I'll move this to Suggestions as technically it's not a bug.
Thanks!