Here's what I've done.
1) Completely uninstall.
2) Re-download, re-install
Nothing else, no mods, just the game itself and that's it. At that point, it worked. I played a little bit up to the part where Jackie drives us to the Apartment. I saved the game there, and from there I went in graphics settings and finally adjusted everything to my tastes (I didn't do any of that during the initial tutorials, I waited to get to the Apartment).
Then I left the game.
Now, I'm back trying to play the game again, but AGAIN... the same problem I had comes back. The game is crashing / flatlining back to the Desktop after I try to launch it. Even though it worked right after my initial uninstall + re-download some hours ago.
The ONLY thing that comes to mind now is that there might be some In-Game Options I changed that the game doesn't like at all, which is causing that crash issue.
And I DO recall that under the Video settings, the game by Default was running under Borderless Windowed mode. That's when I changed it to Fullscreen because... well I always run all my games fullscreen (heck, I ran this very game on fullscreen back in December under version 1.05 without this problem ever appearing).
Now I know very well that uninstalling the game + reinstalling it won't help, so I won't do that again. The issue stems from changing one of the In-Game options, which I'm 99% convinced of. But the problem is since the game is crashing I can't even try to put it back to Windowed mode. I can't even see any Config files where I could change that manually.