I will leave here the info if someone had same problem as me.
If when you make game go full screen and it becomes unnaturally stretched/ lacks black borders on sides.
So it loses your aspect ratio.
and you have Nvidia graphic card.
1. Go to Nvidia Control panel (just type it in search bar on windows left corner)
2. Display
3. adjust desktop size and positions
4. Change "perform scaling on" from monitor to graphics processor.
Now when you press "alt + enter" It will Fullscreen but keep black borders on the sides so game will not stretch sideways.