For some reason, the Mouse & Keyboard object thinks it's on the "Reflections" layer. That's kind of a bug, since it shouldn't belong to any layer. When you delete the layer, the Mouse & keyboard object is deleted, which deletes all conditions relating to Mouse & keyboard, which includes the event "On escape pressed - close application", which leaves a blank event with a close application action. Since a blank event runs always, your application issues a Close action on startup.
I'm not sure how the mouse & keyboard object ended up on a layer. It might be a bug, I'll investigate.