The generated .exe is so trivial that it only contains the code to open the web page and then the main execution thread ends. But it seems that on some Windows versions something starts another thread and then Windows waits for this other thread to end (I do not know what is causing this).
My observations show, that the process exits after some time. When I get to it, I will include an explicit ExitProcess call in the generated .exe. (BTW it should end and you can kill it in task manager right after the web browser opens.)