Are you clicking to run Sage from the shortcut on your desktop and it comes up with the splash screen and then back to desktop?
If you check the event viewer and find an error entry in the application log for CRTBASE.dll
After some testing, I have a solution:-
navigate to C:\programdata
navigate to the accounts data folder (206,2018, 2020 etc)
rename the Sage.usr file to Sage.old
Relaunch
Sage