For future reference, I'd recommend making a new thread for a new question next time, rather than just posting in an arbitrary thread. It makes it hard for others having similar problems (or the solution) to find the question.
I'm not having any issues with what you're describing, so it's not a general failure across the board. It's possible that maybe you don't have permissions to run the program or something that the program is trying to do early on (like access a file or something).
So the first thing to try might be right-clicking and running as an admin.
Second, it might be crashing before it gets a chance to display anything. When you're running in Visual Studio and that happens, the debugger stops the program from running and shows you the error. But outside of Visual Studio, it just dies. You could catch the exception that is being thrown (if that is indeed what is happening here) and write it out to like a text log file or something before closing down. Then you'd have an error report of sorts that you can use as a starting point in your investigation.
The way MonoGame is set up, I'd do that in the Program.cs file, and just wrap everything inside of the Main method with something like:
[STAThread]
static void Main()
{
try
{
using (var game = new Game1())
game.Run();
}
catch (Exception e)
{
File.WriteAllText("ErrorLog.txt", $"Unhandled Exception: {e.GetType()}\r\nMessage: {e.Message}\r\n{e.StackTrace}");
throw;
}
}
Obviously, it's pretty easy to imagine doing a lot more creative things with an unhandled exception killing your game than this, but this is a minimal solution that will hopefully help you see what failed.
In the future, you could extend this to use a full-blown logging system with error levels and the like (or use an existing logging framework like Log4Net), display an error message to the user before closing, or automatically submitting it to your bug tracking software or something. But the text file is a good first step, and should give you some insight into your immediate problem unless something truly horrible (or perhaps OS-related) is happening.