Whenever I press start game the game opens then closes it doesn't say anything.

Any luck yet? not sure if yours is the same as mine. Running on Windows 10, no third-party antivirus, via steam client. what i did was navigate to Start > Settings > Security & Updates > App & Browser Control. Under Review, clear view filters, check if list has any steam/pso2ngs related items. Set item to Allow if found.

Try another download if one isn't working. If steam then try epic or MS store.