I can't see a reason as to why a graphical application would throw up a command prompt.
I don't know enough C# or .NET to be very useful here, and my ideas may be entirely wrong (I'm much more at home with Python, and I primarily code for *nix), but I do remember messing about in VisualStudio several years ago, and somewhere having the option to build for console or graphic environment.
Perhaps the application needs a certain constant defined, or a certain library included to act properly?
Perhaps it's just acting weirdly due to the only thing you have being an open/save window? Might be that the open/save needs a parent window and a default window is created to act as the parent since you didn't explicitly define one.
Post edited January 31, 2018 by Maighstir