The cmd window is titled the path to where I put the game and ends with the name of the .exe
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The only thing I can recommend to you is to check Unity's default save location which is in the registry at (Computer\HKEY_CURRENT_USER\Software\ferdafs\RickAndMorty) and try deleting that. Otherwise, this is the first time I've heard of a CMD window opening, so you might have another, more serious issue.