The problem is not just that the Tk window goes away. PERL.EXE crashes outright. I have isolated the problem to a conflict between Tk and fork() when $^O eq "MSWin32". This short example crashes the same way:

use Tk;
my $mw = Tk::MainWindow->new();
sleep 1 if fork ();
exit;
[download]

Unfortunately, until we can get Tk and fork() and MSWin32 working together, I'm afraid there's probably nothing that POE can do to help.

rt.cpan.org has a less concise discussion.