Multiple Windows python example crashes after the "Take snapshot in new window" button is pressed

### Checklist

- [X] I have searched for [similar issues](https://github.com/isl-org/Open3D/issues).
- [X] For Python issues, I have tested with the [latest development wheel](http://www.open3d.org/docs/latest/getting_started.html#development-version-pip).
- [X] I have checked the [release documentation](http://www.open3d.org/docs/release/) and the [latest documentation](http://www.open3d.org/docs/latest/) (for `master` branch).

### Describe the issue

I was trying to run the https://github.com/isl-org/Open3D/blob/master/examples/python/visualization/multiple_windows.py
example and it crashed after I selected the "Take snapshot in new window" button. I am trying to implement a similar feature and I need to have this working example to reference.

### Steps to reproduce the bug

```python
# ----------------------------------------------------------------------------
# - Open3D: www.open3d.org -
# ----------------------------------------------------------------------------
# The MIT License (MIT)
#
# Copyright (c) 2018-2021 www.open3d.org
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in
# all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
# FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
# IN THE SOFTWARE.
# ----------------------------------------------------------------------------

import numpy as np
import open3d as o3d
import threading
import time

CLOUD_NAME = "points"

def main():
MultiWinApp().run()

class MultiWinApp:

def __init__(self):
self.is_done = False
self.n_snapshots = 0
self.cloud = None
self.main_vis = None
self.snapshot_pos = None

def run(self):
app = o3d.visualization.gui.Application.instance
app.initialize()

self.main_vis = o3d.visualization.O3DVisualizer(
"Open3D - Multi-Window Demo")
self.main_vis.add_action("Take snapshot in new window",
self.on_snapshot)
self.main_vis.set_on_close(self.on_main_window_closing)

app.add_window(self.main_vis)
self.snapshot_pos = (self.main_vis.os_frame.x, self.main_vis.os_frame.y)

threading.Thread(target=self.update_thread).start()

app.run()

def on_snapshot(self, vis):
self.n_snapshots += 1
self.snapshot_pos = (self.snapshot_pos[0] + 50,
self.snapshot_pos[1] + 50)
title = "Open3D - Multi-Window Demo (Snapshot #" + str(
self.n_snapshots) + ")"
new_vis = o3d.visualization.O3DVisualizer(title)
mat = o3d.visualization.rendering.MaterialRecord()
mat.shader = "defaultUnlit"
new_vis.add_geometry(CLOUD_NAME + " #" + str(self.n_snapshots),
self.cloud, mat)
new_vis.reset_camera_to_default()
bounds = self.cloud.get_axis_aligned_bounding_box()
extent = bounds.get_extent()
new_vis.setup_camera(60, bounds.get_center(),
bounds.get_center() + [0, 0, -3], [0, -1, 0])
o3d.visualization.gui.Application.instance.add_window(new_vis)
new_vis.os_frame = o3d.visualization.gui.Rect(self.snapshot_pos[0],
self.snapshot_pos[1],
new_vis.os_frame.width,
new_vis.os_frame.height)

def on_main_window_closing(self):
self.is_done = True
return True # False would cancel the close

def update_thread(self):
# This is NOT the UI thread, need to call post_to_main_thread() to update
# the scene or any part of the UI.
pcd_data = o3d.data.DemoICPPointClouds()
self.cloud = o3d.io.read_point_cloud(pcd_data.paths[0])
bounds = self.cloud.get_axis_aligned_bounding_box()
extent = bounds.get_extent()

def add_first_cloud():
mat = o3d.visualization.rendering.MaterialRecord()
mat.shader = "defaultUnlit"
self.main_vis.add_geometry(CLOUD_NAME, self.cloud, mat)
self.main_vis.reset_camera_to_default()
self.main_vis.setup_camera(60, bounds.get_center(),
bounds.get_center() + [0, 0, -3],
[0, -1, 0])

o3d.visualization.gui.Application.instance.post_to_main_thread(
self.main_vis, add_first_cloud)

while not self.is_done:
time.sleep(0.1)

# Perturb the cloud with a random walk to simulate an actual read
pts = np.asarray(self.cloud.points)
magnitude = 0.005 * extent
displacement = magnitude * (np.random.random_sample(pts.shape) -
0.5)
new_pts = pts + displacement
self.cloud.points = o3d.utility.Vector3dVector(new_pts)

def update_cloud():
# Note: if the number of points is less than or equal to the
# number of points in the original object that was added,
# using self.scene.update_geometry() will be faster.
# Requires that the point cloud be a t.PointCloud.
self.main_vis.remove_geometry(CLOUD_NAME)
mat = o3d.visualization.rendering.MaterialRecord()
mat.shader = "defaultUnlit"
self.main_vis.add_geometry(CLOUD_NAME, self.cloud, mat)

if self.is_done: # might have changed while sleeping
break
o3d.visualization.gui.Application.instance.post_to_main_thread(
self.main_vis, update_cloud)

if __name__ == "__main__":
main()
```

### Error message

Process finished with exit code -1073740771 (0xC000041D)

### Expected behavior

_No response_

### Open3D, Python and System information

```markdown
- Operating system: Windows 10 64-bit
- Python version: Python 3.7.9
- Open3D version: output from python: 0.15.1
- System architecture: 64-bit operating system, x64-based processor
- Is this a remote workstation?: yes or no
- How did you install Open3D?: pip
```

### Additional information

_No response_