Regardless whether in windowed mode or fullscreen*, the game cannot lock the mouse cursor into the game's viewport, inevitably causing the player to click out of the game.

*You could theoretically remedy this by fullscreening the game and turning off any other monitors you have, that way the game's viewport and the bounds of your single monitor match.

Despite supporting cloud saves, upon installing the game again its quite likely your save file will be deleted and inevitably overwritten with the new blank one.