That is very strange since brms is essentially doing the same thing you’re doing just wrapped inside brms functions.
A few questions:
Does this happen with every model? If you run the example models does it do the same thing?
cmdstanr_example(quiet = FALSE)
If you set parallel_chains = 1 does the same thing happen?
Have you tried rebuilding cmdstan with cmdstanr::rebuild_cmdstan()? Does that help?
Does using the development version of cmdstanr change anything? You can install that with remotes::install_github("stan-dev/cmdstanr") and then restart R.
If this ends up being something specific to Windows I may not be of much help, but maybe @andrjohns or @WardBrian could be. @WardBrian could this be related to the issue(s) in your post that @jkalley linked to? ( Guide: Diagnosing a complete lack of output on Windows )