Some hacks/mods for certain games will run a separate executable which forks the game process (for example xNVSE for Fallout: New Vegas).
This means that when you do
wem run falloutnv it will immediately "finish", because the
RunExe has technically finished.
WatchExe option could be the name of an executable that WEM will watch for and wait for it to exit before declaring the env "exited".