I just installed the SQRL app on a fresh installation of Windows 10 on a brand-new SSD.
Imagine my surprise when I was greeted not by the "Create A New SQRL Identity" pane, but the main console pane:
Exit the SQRL client and relaunch it. It seems likely you encountered a bug (which I believe I had encountered in the past too) which is that it loses track of itself during the install. (It's doing a lot at install time.)