PyCharm still shows running script after it has been closed

I noticed today that a Python script running in my PyCharm 2020.2 IDE on Windows 10, when I click on the X to quit, the main window disappears but PyCharm still shows its icon for a running script. After explicitly terminating the script in PyCharm the following error message appears.

Process finished with exit code -1

When the script in my PyCarm IDE is executed on Linux (Ubuntu), PyCharm does not show an icon for a running script after clicking on the X to exit the main window.

Why is this so?

Code

import sys
from datetime import datetime
import pythoncom

import wmi

from PyQt5. QtCore import QObject, QRunnable, QThreadPool, pyqtSignal
from PyQt5.QtWidgets import QApplication, QMainWindow, QTableWidget, QTableWidgetItem, QHeaderView


class KeyboardDetectorSignals(QObject):
    keyboard_changed = pyqtSignal(str)


class KeyboardDetector(QRunnable):

    def __init__(self):
        super().__init__()

        self.signals = KeyboardDetectorSignals()

    def run(self):
        pythoncom.CoInitialize()
        device_connected_wql = "SELECT * FROM __InstanceCreationEvent WITHIN 2 WHERE TargetInstance ISA \'Win32_Keyboard\'"
        device_disconnected_wql = "SELECT * FROM __InstanceDeletionEvent WITHIN 2 WHERE TargetInstance ISA \'Win32_Keyboard\'"

        c = wmi.WMI()
        connected_watcher = c.watch_for(raw_wql=device_connected_wql)
        disconnected_watcher = c.watch_for(raw_wql=device_disconnected_wql)

        while True:
            try:
                connected = connected_watcher(timeout_ms=10)
            except wmi.x_wmi_timed_out:
                pass
            else:
                if connected:
                    self.signals.keyboard_changed.emit("Keyboard connected.")

            try:
                disconnected = disconnected_watcher(timeout_ms=10)
            except wmi.x_wmi_timed_out:
                pass
            else:
                if disconnected:
                    self.signals.keyboard_changed.emit("Keyboard disconnected.")


class MainWindow(QMainWindow):

    def __init__(self):
        super().__init__()

        self.setGeometry(100, 100, 500, 500)
        self.setWindowTitle("Keyboard Logger")

        self.log_table = QTableWidget()
        self.log_table.setColumnCount(2)
        self.log_table.setShowGrid(True)
        self.log_table.setHorizontalHeaderLabels(["Time", "Event"])
        self.log_table.horizontalHeader().setStretchLastSection(True)
        self.log_table.horizontalHeader().setSectionResizeMode(QHeaderView.ResizeToContents)
        self.setCentralWidget(self.log_table)
        self.show()

        self.threadpool = QThreadPool()
        keyboard_detector = KeyboardDetector()
        keyboard_detector.signals.keyboard_changed.connect(self.add_row)
        self.threadpool.start(keyboard_detector)

    def add_row(self, event: str):
        now = datetime.now()
        datetime_string = now.strftime("%Y-%m-%d %H:%M:%S")

        row_count = self.log_table.rowCount()
        self.log_table.insertRow(row_count)
        self.log_table.setItem(row_count, 0, QTableWidgetItem(datetime_string))
        self.log_table.setItem(row_count, 1, QTableWidgetItem(event))


def main():
    app = QApplication(sys.argv)
    window = MainWindow()
    sys.exit(app.exec_())


if __name__ == '__main__':
    main()