Just like Node.js, a plugin will exit if there's no reason for it to stay open. For example, a plugin that contains only one line of code (console.log("Hello world");) will run that line and then exit straight away.
In order to keep the process running, your code will have to be doing something long-lived to keep the event loop busy.
It is also possible that your plugin is throwing an unhandled exception, causing the process to crash. In this case the error should be viewable in your plugin's log file as %appdata%/midi-mixer-app/logs/com.myplugin.id.log.
My dependencies aren't being included
When packing your plugin using midi-mixer-cli, you'll need to explicitly mark any dependencies you want to bundle under a bundledDependencies key in package.json.