I'm using Windows Terminal with PowerShell to start Joplin desktop and when I close the tab it also close down Joplin. Not sure if this was intended to work this way.
When you stop the process that runs another the second process will be killed too.
If you start it on the command line you have to start it in the background without being associated with that terminal.
In Posix systems this is done with:
nohup COMMAND &
No idea how this is done with Windows. I'm sure some Windows experts will chime in.