Hmm, there shouldn’t be any difference whatsoever whether you start the .exe from the File Explorer or from a terminal. Can it be that it’s your antivirus/antimalware software blocking it, perhaps? Not sure what else to suggest here, because that’s a pretty unusual circumstance.
If there aren’t any errors when running from the command line, we can only guess about the source of the issue. I guess you can try making a .bat file in the same directory to execute the same command line operation with just a click, so it’s less cumbersome.
Sorry if I can’t be of any more help, but I’m really confused by your findings.