Why does the application shutdown (Close) after each download of bank transactions?
That's not normal behavior and you probably corrupted the data file. Start troubleshooting by creating a new data file, add some test accounts, run OSU and see if you get the same results. If not, you'll need to start troubleshooting your existing data file.
How, exactly, do you download bank transactions? Do you use One Step Update to download transactions for all activated-for-download bank accounts? Or do you logon to each bank's website and download transactions in QFX file format, one bank at a time?
In the latter case, please check that option "Keep Quicken open after Web Connect completes" in Edit / Preferences / Web Connect is enabled with a checkmark.