Whatever it is, is is well hidden.
I pointed to "Activities" and all open windows appeared in a small size (a sort of 'large thumbnail') - but as soon as you click on one, it goes to the size it was last - so if that was full screen, that is what you get.
I noticed that if I clicked on "Files" and then accidentally got it to full screen, it no longer has the "Kiss of death" in the top right corner. The only way that I could find to close that window was to get Activities to show me all the windows, whereupon I had the opportunity to close a window from the 'large thumbnails'.
I notice that Audacity does remember what size it was last time it ran - which means that I keep getting this full screen window. However, it implies that it must hold a file somewhere to remember. Perhaps, I could find that and hack it?