From what i know the launch prompt not appearing depends on how the game is launched,
If it’s launched from the steam launcher it should open any input prompts that it needs to show before starting the game.
If you go directly to the .exe open that then it will open the game without showing any prompts, the same happens if you have made a shortcut to the .exe and are launching the game through that.
And if you make steam make a shortcut:
When steam makes shortcuts it makes a web browser link that launches an Internet Explorer extension which boots up the steam bootstrapper.
And the bootstrapper doesn’t make any prompts appear either.
All in all unless the game is launched through the steam library then it wont show you a prompt when starting.