I use Windows 7 32bit and confirmed the bug both on gp465-win32-mingw-rc2.zip and gp463-win32-setup.exe
How to reproduce the bug:
Create a script (named test.gp here) with the following content
help style
exit
Run "wgnuplot --persist test.gp", then a help windows appears.
This bug may be related to:
Thanks for the report. What you are describing is caused by the fact that there is no plot window open, as described here:
https://sourceforge.net/p/gnuplot/bugs/1335/
Closing as duplicate.