We're investigating about this issue in MATLAB R2021b in the way that if the "Help Improve MATLAB" feature is enabled, MATLAB will throw an error at exit if part of the MATLAB preferences system had not been initialized before exit. Running with full desktop will always initialize this but when running without this may not have occurred before you exited MATLAB. To workaround this issue, you can ensure the preferences are properly initialized by calling "settings" in your MATLAB code.
>> settings
Alternatively, disable the "Improve MATLAB by sending user experience information to MathWorks" option under "Preferences" -> "MATLAB" -> "General":
