The function prvInitialiseHeap in main.c performs a compassion of the result of vPortGetHeapStats and 0s.
https://github.com/FreeRTOS/FreeRTOS/blob/V10.3.1/FreeRTOS/Demo/WIN32-MingW/main.c#L373
This comparison fails because vPortGetHeapStats does not set all zeros by default, instead it uses portMAX_DELAY which defaults to 0xFFFFFFFFUL
Because this comparison failed, the program exists and crashes the demo.
It seems this is a known issue as the master branch does not have that comparison, However there are still some other functions that are now redundant as nothing gets compared anymore.
https://github.com/FreeRTOS/FreeRTOS/blob/master/FreeRTOS/Demo/WIN32-MingW/main.c#L373