I’d expect linux to behave more like macOS
It has to do with how the OS actually starts processes
On Windows its not the default to start them as child processes that are configured to die when the parent dies. But, if you use the Windows API to start a process its an option.
I dont think the Shell use that API configured that way to run your process - hence the weird behaviour
You could subclass shell and add a a Close method or in the Destructor of your subclass simply issue the task kill and then use your subclass everywhere and its then invisible to you there is a difference between platforms 