Usually this does not happen, but when I run Kantu from a browser bookmark link, it auto closes every time after it finished running.
Yes. The kantu bookmarklet code is always the same, only the name of the macro changes. And inside it has two parameters that you can edit:
xfile) tells kantu where the macro is stored .
false) decides if kantu is closed after the bookmark macro is completed
See also Activating bookmarks
The same is possible for embedded kantu macros.