Hey there, I have successfully found the issue and fixed myself.
I changed the name of my user folder under C:\Users into English and the problem is solved.
It won't be problems for majority players using Indo-European languages. But for me as a Chinese, and probably other Japanese or Korean players etc. , if we set-up Windows 10 using our Microsoft account, the name of the user folder will be changed into Chinese/Japanese/Korean characters, which could cause issues for the game or easy anti-cheat, and that's why the game continuously close.
And here are my solutions, for (Windows 10) hope it will help more players in the future.
1. Run CMD in administrator mode, type "net user administrator/active:yes"
2. Restart your PC and login as administrator.
3. Open C:\Users, if your user folder is not in English, change it in to English such as "user" or "MyPC" etc.
4. Win+R input "regedit"
5. Find the following folder: "HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Profilelist"
There should be several folders under "Profilelist" folder, and there's "ProfileImagePath" file in each folder. Find the one which contains your previous user name and change it into the new one which corresponds to the folder name you changed in C:\Users. Do not change other files.
6. Save your change and restart your PC, login with your account, and now you can successfully enter the game.
Anyway, thank you for your help illuminate.
