Same here. I just installed the latest x2go client stable release version 4.0.3.0 and the window border disappears along with the minimize, maximize and close buttons when pressing the maximize button. Moving the window has no strage effect, though.

Client: Windows 7 32-bit SP1
    Package: x2goclient
    Version: 4.0.3.0


Host: Linux Mint 17 64 bit
    x2goserver: 4.0.1.18-0~949~ubuntu14.04.1
    x2goagent: 2:3.5.0.28-0~481~ubuntu14.04.1
    nxagent: 2:3.5.0.28-0~481~ubuntu14.04.1
   

Here are the requested output before and after maximizing the window and losing the window controls:

** Before

 $ xrandr --verbose
     xrandr: Failed to get size of gamma for output default
    Screen 0: minimum 320 x 240, current 1024 x 768, maximum 1920 x 1200
    default connected 1024x768+0+0 (0x147f2) normal (normal) 0mm x 0mm
            Identifier: 0x147ea
            Timestamp:  -331740951
            Subpixel:   unknown
            Clones:   
            CRTC:       0
            CRTCs:      0
            Transform:  1.000000 0.000000 0.000000
                        0.000000 1.000000 0.000000
                        0.000000 0.000000 1.000000
                       filter:
      1280x800 (0x147eb)   61.4MHz
            h: width  1280 start    0 end    0 total 1280 skew    0 clock   48.0KHz
            v: height  800 start    0 end    0 total  800           clock   60.0Hz
      320x240 (0x147ec)    4.6MHz
            h: width   320 start    0 end    0 total  320 skew    0 clock   14.4KHz
            v: height  240 start    0 end    0 total  240           clock   60.0Hz
      640x360 (0x147ed)   13.8MHz
            h: width   640 start    0 end    0 total  640 skew    0 clock   21.6KHz
            v: height  360 start    0 end    0 total  360           clock   60.0Hz
      640x480 (0x147ee)   18.4MHz
            h: width   640 start    0 end    0 total  640 skew    0 clock   28.8KHz
            v: height  480 start    0 end    0 total  480           clock   60.0Hz
      800x480 (0x147ef)   23.0MHz
            h: width   800 start    0 end    0 total  800 skew    0 clock   28.8KHz
            v: height  480 start    0 end    0 total  480           clock   60.0Hz
      800x600 (0x147f0)   28.8MHz
            h: width   800 start    0 end    0 total  800 skew    0 clock   36.0KHz
            v: height  600 start    0 end    0 total  600           clock   60.0Hz
      1024x600 (0x147f1)   36.9MHz
            h: width  1024 start    0 end    0 total 1024 skew    0 clock   36.0KHz
            v: height  600 start    0 end    0 total  600           clock   60.0Hz
      1024x768 (0x147f2)   47.2MHz *current
            h: width  1024 start    0 end    0 total 1024 skew    0 clock   46.1KHz
            v: height  768 start    0 end    0 total  768           clock   60.0Hz
      1152x864 (0x147f3)   59.7MHz
            h: width  1152 start    0 end    0 total 1152 skew    0 clock   51.8KHz
            v: height  864 start    0 end    0 total  864           clock   60.0Hz
      1280x720 (0x147f4)   55.3MHz
            h: width  1280 start    0 end    0 total 1280 skew    0 clock   43.2KHz
            v: height  720 start    0 end    0 total  720           clock   60.0Hz
      1280x1024 (0x147f5)   78.6MHz
            h: width  1280 start    0 end    0 total 1280 skew    0 clock   61.4KHz
            v: height 1024 start    0 end    0 total 1024           clock   60.0Hz
      1360x768 (0x147f6)   62.7MHz
            h: width  1360 start    0 end    0 total 1360 skew    0 clock   46.1KHz
            v: height  768 start    0 end    0 total  768           clock   60.0Hz
      1440x900 (0x147f7)   77.8MHz
            h: width  1440 start    0 end    0 total 1440 skew    0 clock   54.0KHz
            v: height  900 start    0 end    0 total  900           clock   60.0Hz
      1600x900 (0x147f8)   86.4MHz
            h: width  1600 start    0 end    0 total 1600 skew    0 clock   54.0KHz
            v: height  900 start    0 end    0 total  900           clock   60.0Hz
      1600x1200 (0x147f9)  115.2MHz
            h: width  1600 start    0 end    0 total 1600 skew    0 clock   72.0KHz
            v: height 1200 start    0 end    0 total 1200           clock   60.0Hz
      1680x1050 (0x147fa)  105.8MHz
            h: width  1680 start    0 end    0 total 1680 skew    0 clock   63.0KHz
            v: height 1050 start    0 end    0 total 1050           clock   60.0Hz
      1920x1080 (0x147fb)  124.4MHz
            h: width  1920 start    0 end    0 total 1920 skew    0 clock   64.8KHz
            v: height 1080 start    0 end    0 total 1080           clock   60.0Hz
      1920x1200 (0x147fc)  138.2MHz
            h: width  1920 start    0 end    0 total 1920 skew    0 clock   72.0KHz
            v: height 1200 start    0 end    0 total 1200           clock   60.0Hz



$ xdpyinfo -ext XINERAMA
    name of display:    :50
    version number:    11.0
    vendor string:    The X.Org Foundation
    vendor release number:    70000000
    X.Org version: 7.0.0
    maximum request size:  16777212 bytes
    motion buffer size:  256
    bitmap unit, bit order, padding:    32, LSBFirst, 32
    image byte order:    LSBFirst
    number of supported pixmap formats:    7
    supported pixmap formats:
        depth 1, bits_per_pixel 1, scanline_pad 32
        depth 4, bits_per_pixel 8, scanline_pad 32
        depth 8, bits_per_pixel 8, scanline_pad 32
        depth 15, bits_per_pixel 16, scanline_pad 32
        depth 16, bits_per_pixel 16, scanline_pad 32
        depth 24, bits_per_pixel 32, scanline_pad 32
        depth 32, bits_per_pixel 32, scanline_pad 32
    keycode range:    minimum 8, maximum 255
    focus:  window 0x5e0001b, revert to PointerRoot
    number of extensions:    26
        BIG-REQUESTS
        DAMAGE
        DEC-XTRAP
        DOUBLE-BUFFER
        DPMS
        Extended-Visual-Information
        GLX
        MIT-SHM
        MIT-SUNDRY-NONSTANDARD
        RANDR
        RECORD
        RENDER
        SECURITY
        SGI-GLX
        SHAPE
        SYNC
        TOG-CUP
        X-Resource
        XC-APPGROUP
        XC-MISC
        XFree86-Bigfont
        XINERAMA
        XInputExtension
        XKEYBOARD
        XTEST
        XVideo
    default screen number:    0
    number of screens:    1

    screen #0:
      dimensions:    1024x768 pixels (271x203 millimeters)
      resolution:    96x96 dots per inch
      depths (7):    24, 1, 4, 8, 15, 16, 32
      root window id:    0x6e
      depth of root window:    24 planes
      number of colormaps:    minimum 1, maximum 1
      default colormap:    0x54
      default number of colormap cells:    256
      preallocated pixels:    black 0, white 16777215
      options:    backing-store YES, save-unders YES
      largest cursor:    1024x768
      current input event mask:    0xfac033
        KeyPressMask             KeyReleaseMask           EnterWindowMask         
        LeaveWindowMask          KeymapStateMask          ExposureMask            
        StructureNotifyMask      SubstructureNotifyMask   SubstructureRedirectMask
        FocusChangeMask          PropertyChangeMask       ColormapChangeMask      
      number of visuals:    5
      default visual id:  0x4f
      visual:
        visual id:    0x4f
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x50
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x51
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x52
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x53
        class:    StaticColor
        depth:    24 planes
        available colormap entries:    256
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits

    XINERAMA version 1.1 opcode: 150
      Xinerama is inactive.






** After maximizing the window

$ xrandr --verbose     
    xrandr: Failed to get size of gamma for output default
    Screen 0: minimum 320 x 240, current 1920 x 1080, maximum 1920 x 1200
    default connected 1920x1080+0+0 (0x147fb) normal (normal) 0mm x 0mm
            Identifier: 0x147ea
            Timestamp:  -329630780
            Subpixel:   unknown
            Clones:   
            CRTC:       0
            CRTCs:      0
            Transform:  1.000000 0.000000 0.000000
                        0.000000 1.000000 0.000000
                        0.000000 0.000000 1.000000
                       filter:
      1280x800 (0x147eb)   61.4MHz
            h: width  1280 start    0 end    0 total 1280 skew    0 clock   48.0KHz
            v: height  800 start    0 end    0 total  800           clock   60.0Hz
      320x240 (0x147ec)    4.6MHz
            h: width   320 start    0 end    0 total  320 skew    0 clock   14.4KHz
            v: height  240 start    0 end    0 total  240           clock   60.0Hz
      640x360 (0x147ed)   13.8MHz
            h: width   640 start    0 end    0 total  640 skew    0 clock   21.6KHz
            v: height  360 start    0 end    0 total  360           clock   60.0Hz
      640x480 (0x147ee)   18.4MHz
            h: width   640 start    0 end    0 total  640 skew    0 clock   28.8KHz
            v: height  480 start    0 end    0 total  480           clock   60.0Hz
      800x480 (0x147ef)   23.0MHz
            h: width   800 start    0 end    0 total  800 skew    0 clock   28.8KHz
            v: height  480 start    0 end    0 total  480           clock   60.0Hz
      800x600 (0x147f0)   28.8MHz
            h: width   800 start    0 end    0 total  800 skew    0 clock   36.0KHz
            v: height  600 start    0 end    0 total  600           clock   60.0Hz
      1024x600 (0x147f1)   36.9MHz
            h: width  1024 start    0 end    0 total 1024 skew    0 clock   36.0KHz
            v: height  600 start    0 end    0 total  600           clock   60.0Hz
      1024x768 (0x147f2)   47.2MHz
            h: width  1024 start    0 end    0 total 1024 skew    0 clock   46.1KHz
            v: height  768 start    0 end    0 total  768           clock   60.0Hz
      1152x864 (0x147f3)   59.7MHz
            h: width  1152 start    0 end    0 total 1152 skew    0 clock   51.8KHz
            v: height  864 start    0 end    0 total  864           clock   60.0Hz
      1280x720 (0x147f4)   55.3MHz
            h: width  1280 start    0 end    0 total 1280 skew    0 clock   43.2KHz
            v: height  720 start    0 end    0 total  720           clock   60.0Hz
      1280x1024 (0x147f5)   78.6MHz
            h: width  1280 start    0 end    0 total 1280 skew    0 clock   61.4KHz
            v: height 1024 start    0 end    0 total 1024           clock   60.0Hz
      1360x768 (0x147f6)   62.7MHz
            h: width  1360 start    0 end    0 total 1360 skew    0 clock   46.1KHz
            v: height  768 start    0 end    0 total  768           clock   60.0Hz
      1440x900 (0x147f7)   77.8MHz
            h: width  1440 start    0 end    0 total 1440 skew    0 clock   54.0KHz
            v: height  900 start    0 end    0 total  900           clock   60.0Hz
      1600x900 (0x147f8)   86.4MHz
            h: width  1600 start    0 end    0 total 1600 skew    0 clock   54.0KHz
            v: height  900 start    0 end    0 total  900           clock   60.0Hz
      1600x1200 (0x147f9)  115.2MHz
            h: width  1600 start    0 end    0 total 1600 skew    0 clock   72.0KHz
            v: height 1200 start    0 end    0 total 1200           clock   60.0Hz
      1680x1050 (0x147fa)  105.8MHz
            h: width  1680 start    0 end    0 total 1680 skew    0 clock   63.0KHz
            v: height 1050 start    0 end    0 total 1050           clock   60.0Hz
      1920x1080 (0x147fb)  124.4MHz *current
            h: width  1920 start    0 end    0 total 1920 skew    0 clock   64.8KHz
            v: height 1080 start    0 end    0 total 1080           clock   60.0Hz
      1920x1200 (0x147fc)  138.2MHz
            h: width  1920 start    0 end    0 total 1920 skew    0 clock   72.0KHz
            v: height 1200 start    0 end    0 total 1200           clock   60.0Hz



$ xdpyinfo -ext XINERAMA
    name of display:    :50
    version number:    11.0
    vendor string:    The X.Org Foundation
    vendor release number:    70000000
    X.Org version: 7.0.0
    maximum request size:  16777212 bytes
    motion buffer size:  256
    bitmap unit, bit order, padding:    32, LSBFirst, 32
    image byte order:    LSBFirst
    number of supported pixmap formats:    7
    supported pixmap formats:
        depth 1, bits_per_pixel 1, scanline_pad 32
        depth 4, bits_per_pixel 8, scanline_pad 32
        depth 8, bits_per_pixel 8, scanline_pad 32
        depth 15, bits_per_pixel 16, scanline_pad 32
        depth 16, bits_per_pixel 16, scanline_pad 32
        depth 24, bits_per_pixel 32, scanline_pad 32
        depth 32, bits_per_pixel 32, scanline_pad 32
    keycode range:    minimum 8, maximum 255
    focus:  window 0x5e0001b, revert to PointerRoot
    number of extensions:    26
        BIG-REQUESTS
        DAMAGE
        DEC-XTRAP
        DOUBLE-BUFFER
        DPMS
        Extended-Visual-Information
        GLX
        MIT-SHM
        MIT-SUNDRY-NONSTANDARD
        RANDR
        RECORD
        RENDER
        SECURITY
        SGI-GLX
        SHAPE
        SYNC
        TOG-CUP
        X-Resource
        XC-APPGROUP
        XC-MISC
        XFree86-Bigfont
        XINERAMA
        XInputExtension
        XKEYBOARD
        XTEST
        XVideo
    default screen number:    0
    number of screens:    1

    screen #0:
      dimensions:    1920x1080 pixels (508x286 millimeters)
      resolution:    96x96 dots per inch
      depths (7):    24, 1, 4, 8, 15, 16, 32
      root window id:    0x6e
      depth of root window:    24 planes
      number of colormaps:    minimum 1, maximum 1
      default colormap:    0x54
      default number of colormap cells:    256
      preallocated pixels:    black 0, white 16777215
      options:    backing-store YES, save-unders YES
      largest cursor:    1920x1080
      current input event mask:    0xfac033
        KeyPressMask             KeyReleaseMask           EnterWindowMask         
        LeaveWindowMask          KeymapStateMask          ExposureMask            
        StructureNotifyMask      SubstructureNotifyMask   SubstructureRedirectMask
        FocusChangeMask          PropertyChangeMask       ColormapChangeMask      
      number of visuals:    5
      default visual id:  0x4f
      visual:
        visual id:    0x4f
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x50
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x51
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x52
        class:    TrueColor
        depth:    24 planes
        available colormap entries:    256 per subfield
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits
      visual:
        visual id:    0x53
        class:    StaticColor
        depth:    24 planes
        available colormap entries:    256
        red, green, blue masks:    0xff0000, 0xff00, 0xff
        significant bits in color specification:    8 bits

    XINERAMA version 1.1 opcode: 150
      Xinerama is inactive.





Hope that helps fix the issue. It's very annoying :S
Thanks for your support!