Verify game files in Galaxy. Since Galaxy didnt report result and always redownload things like DirectX (and DosBox) - check it twice.
That s all you can do about game and GOG Galaxy.
This is common problem for many games and differ Windows. Download and install DirectX web-installer, Enable Legacy DirectPlay, completely turn off Windows DEP (it not needed, not worked properly)(restart Windows). Install GOG Galaxy and games to path exactly like X:\Games\*Game-name*\ and anyway set game exe (or only galaxy exe if you use only optional GOG Galaxy to start your games) to "run as admin" (do this as first step even before game files verifying).
Better go ask community.microsoft.com. Im not sure if it possible to googleit more solutions info about "games close immediately after been launched", but that is a common problem threads for random games, and not even only on Win10 - Win7 as well. never faced that...
Maybe turn off DEP is enough? To completely turn it off you should go to C:\Windows\ and start CMD.exe as admin. Than google it proper command (i not remember). Something like bcedit... bla-bla... /off. Find instruction exactly about CMD exe bcedit command - change settings from control panel do not turn it off and do not solve problems caused by DEP.
If you use additional antivirus to Windows Defender, set whole Games folder as exception. Set run as admin is enough for Defender.
Some antivirusses better to remove. Comodo, ZoneAlarm, Panda and many else. Even some non-free like NOD32.
Post edited September 12, 2021 by QWEEDDYZ