The command prompt does open and close by itself, but I notice at the end it provides an error "failed to load script koboldccp" or something in the MsDOS window. Anyway, I've been able to play via server, so I'll try playing GPU. It worked because I ran it as administrator so I'll try that.
Last time I tried this it failed to load the AI model entirely. Even doing the steps suggested didn't work. I don't use an NVIDIA graphics card, I have an AMD build with an RX6800 graphics card.