yes, it is assumed that the application opens even if you do not connect the headset. this seems very strange ... your device is very likely to be fine although you must have the firmware broken, what has happened to you now is that it has entered into "dfu mode" if the application worked well it could have flashed as soon as the application was open. Have you never been able to execute it without error?
I think the support team should see it through teamviewer, you should get in touch with them at firstname.lastname@example.org send a message on Skype
@Pimax-Support @matthew.xu @Doman