It looks like CGminer bug. I use cgminer-nogpu and it crashes... And I tested on 3.1.1 and 3.3.1. But to get any help from CGminer team is from my experience mission impossible...
"-D -P" works for me on cgminer v3.3.1 on 64bit Linux. Maybe it's a Windows thing. I'll continue to look into the disconnect issue but it's difficult without being able to reproduce.