Yeah, I'm seeing the same thing. I even managed to locate the Resolution dropdown on the Graphics settings by blind mouse-feel, but I guess I wasn't clicking in quite the right spot because I wasn't quite able to get it to activate.
I ended up flipping my displays into mirrored mode for a second, starting up the game, setting everything up and it was all good. It managed to remember windowed mode and a sane resolution, even after restarting the game. I tried to look for a config file in the local data (because seemingly everything else is in a file), but either I didn't look hard enough or it doesn't exist.
Pretty much every Unity game I've played on Linux recently has done this and I'm starting to get a little tired of it. But at least I've learned to work around it for now.