Добавьте свойство AllowTransparency = "True" и WindowsStyle = "None"
<Window x:Class="WpfApp1.MainWindow"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:local="clr-namespace:WpfApp1"
mc:Ignorable="d"
Title="MainWindow" Height="450" Width="800" Opacity="0.5" AllowsTransparency="True"
WindowStyle="None">