Having more than one program running simultaneously is pretty normal. In fact, operating systems are designed for that, so, every program should be able to run correctly in such circumstances, unless the machine resources are not enough to provide each app with enough memory and/or CPU time.

Some smart phone OSes are designed to kill applications silently when there is no free memory on the device, but desktop OSes will most likely generate an error message in such situations.

I would add some logging to the application, to find out where and why it is terminating without any warning. Also, I would review all OS logs carefully to see if something in them can give an idea of the problem.

Good luck.