OK, I doubted my monitor, but I then remembered the Alt+Enter combo to switch between windowed and full screen mode. I tried it out again, and scanlines still don't work in tate mode for some reason.
I've added scanlines to tate mode for pc. You can switch between CRT mode and regular mode my pressing a button while on tate mode - there is a prompt on the screen. CRT Mode being on will shut the scanlines off when in tate mode. It won't effect regular mode though.
This wont be in the demo right away but it will be in the regular build. I'm currently coding the Leaderboard name entry for online leaderboards so once that's done the update will be tested a bit more then it will go live! Hopefully before the end of this week.