Yep, I should have enabled a fullscreen option. I did allow for fullscreen shortcut to work in the build, but that wasn't communicated to the player at all. This was due to my bad experience with scaling UI menu with different resolution, that's why I enforce 16:9 ratio for consistency and avoiding bugs.
And yes, hitting things would be more noticeable if I had time to add a hurt visual cue. Sadly, time didn't permit that so I had to settle with just SFX.