So after struggling with this for days until finding this thread...
1. Go to Tools > Manage > Emulators
2. Select Stella and click the 'Edit' button.
3. On the left, select 'Associated Platforms' and then remove '-f' from the 'Default command-line parameters' field for each platform on the right.
NOTE: '-f' is used by many emulators to launch into full-screen. You can set this up within Stella if you want this.