The opposite happens to me. The Mi Fitness app on my Redmi Active 5 smartwatch closes when I tap on the workout.
I didn't have it linked to Strava directly before because it didn't work well, but now it does. It's a mystery to me, or it could simply be an issue with my phone, which needs to be replaced. Or perhaps it hasn't been updated as it should have been due to the lack of connectivity I have here.