Again, replying to benwiggy:
Thanks.
I had never heard of Activity Monitor, but I have now!
It took me a while to find but, but I did. I launched it, and then launched Steinberg Download Assistant.
I don’t know how to interpret what Activity Monitor shows us, but here it is:
Again, altho’ SDA is launched, selecting it in the appp toolbar does not cause anything to happen. Whatever app is active before I do this, whether Finder, a browser (like right now) or whatever else, when I select SDA, the upper toolbar does not change, the active app does not change, I cannot quit SDA except via the Force Quit action.