What you’re describing is expected behavior from Visual Studio. Pressing F5 will start the UE4 project in debug mode which automatically opens the project browser. Choosing a project from here will close the project browser (which in turn stops the debug process) before opening the selected project. If you are trying to open the project directly you’ll want to right click on the project in Visual Studio and look for Debug->Start New Instance. This will open the directly open the project in Visual Studio debug mode.