Pantharu said:
Having same issue. Installed game new. Game opening screen displays then gone. Tried uninstalling and removing common folders and then reinstalling. setting.txt does not exist.
In future please make your own fresh thread, thanks.
Please go here:

This article lists the download links for the latest versions of Visual C++ Redistributable packages.
support.microsoft.com
And run the x86 and x64 installers there.
THEN Right click on stellaris.exe , properties, compatibility. Tick "disable fullScreen optimisations" untick every other box in that dialog, Apply and exit.
Then in the launcher Game Settings menu, select fullScreen display mode, Vsync off,
cap refresh rate to refresh rate 60.
If it still fails, run stellaris.exe directly from File Explorer - do you see a Windows error when it fails then?