Thanks. Installing the Windows Installer download did the trick. I now have an Electrum wallet that doesn't disappear when I close it down and is installed as a program on my computer. FYI, when you install the Standalone Executable the wallet isn't saved anywhere in the Electrum [Roaming] folder other than a 2, or 4KB reference file (not executable), nor is the Electrum program saved in the program files. With the Windows Installer, it is.
The wallet file is not supposed to be executable. It's just a text file containing json. And the standalone executable is just that. It does not install any shortcuts and it doesn't install itself in program files. It does non of that because it is a standalone executable not an installation program. God!