Connecting ST-Link drives the nRST pin down briefly which resets the chip. No way to avoid that other than removing the nRST signal connection to ST-Link, which can cause other issues.
To disable the SWD or JTAG interface in your program, reprogram the relevant pins as something else. Note that ST-Link does not use JTAG, it uses SWD. I'm not sure if you're confusing the two or not.
I think you should just plan to keep st-link connected or not while program is running. Up to you.
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