One important issue is if the app crashes there is no mechanism for restarting it. A service can be automatically restarted, or have other actions taken, such as rebooting the computer or running a specific file for logging, sending emails, running diagnostics, etc.
There are administration tools for checking the status of windows services, as well as for doing things such as starting and stopping services remotely, and taking care of various logging requirements.
Also, it is much harder for a user to accidently stop a service. This is a problem only in cases where a user might be logged on to a system. The app you are discussing would show up in the task manager and if it has a user interface, it could be showing on the screen. The user could accidently or purposefully shut down the app.
There are other issues as well. Essentially it all comes down to robustness of the solution.
Woody Z
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