[Command Prompt Freeze] On using Visualizer() class

**Describe the bug**
1. I convert a depth image to a point cloud
2. I then add the geometries i.e pcd, coordinate frame etc to it
3. I then use `Visualizer()`

**To Reproduce**
Steps to reproduce the behavior:
```
import os
import open3d as o3d

# Step1 - Get PCD
color_raw = o3d.io.read_image(os.path.join('','00000.jpg'))
depth_raw = o3d.io.read_image(os.path.join('','00000.png'))
rgbd_image = o3d.geometry.RGBDImage.create_from_color_and_depth(
color_raw, depth_raw)

pcd = o3d.geometry.PointCloud.create_from_rgbd_image(
rgbd_image,
o3d.camera.PinholeCameraIntrinsic(
o3d.camera.PinholeCameraIntrinsicParameters.PrimeSenseDefault))

# Step2 - Visuzalize
vis = o3d.visualization.Visualizer()
vis.create_window(window_name='', visible=True)
mesh_frame = o3d.geometry.TriangleMesh.create_coordinate_frame(size=0.5, origin=[0,0,0])
vis.add_geometry(pcd)
vis.add_geometry(mesh_frame)
vis.run()
```

**Expected behavior**
1. The window shows up and in it I can see and play around with the point cloud
2. I hit "Q"/"Esc" on my keyboard and the window closes
3. My terminal is now frozen and I need to quit it and open a new terminal for more experimentation. Is there a fix to this, or am I running the code incorrectly?

**Environment (please complete the following information):**
- OS: [Windows 10.0]
- Python version:3.7.3 (Anaconda)
- Open3D version:0.8.0
- Is this remote workstation?: No
- How did you install Open3D?: pip

**Additional context**
1. Adding `vis.destroy_window()` at the end of the file also does not make any difference wrt the terminal freezing up.
1. If I play with the window for a while, at times I see errors like `[Open3D Error] GLFW Error: Failed to make context current`