When running pico-8 on macOS, it spawns in a borderless windowed mode.
This makes it impossible to move the window around the screen, since there's no title bar to grab onto.
Entering fullscreen and then minimizing back down to windowed will cause the title bar to appear.

This affects the latest build (0.2.1b at time of posting) as well as several earlier builds.
It appears to be a regression - 0.1.9b and earlier will spawn with a title bar as expected.
I've observed this on macOS 10.14.6, I don't know if it affects more recent OS versions.

0.1.9b:

0.2.1b:

0.2.1b, after entering and leaving fullscreen mode: