some STM Targets stop after leaving debug using ULINK, some not..

Also posted in Keil, but there seems much less traffic..

STM Targets stop running after leaving debug using ULINK ME:

STM32L433 (had both situations)

some continue:

also TM4C123 and other TI targets

Is there a property which could be set to ensure, that the target keeps on running?

Anybody run into the same thing? Never had it using ST-LINK debugger.