funcs = {
    '20': messages,
    '21': contin,
    ...
}
...
    try:
        await funcs[payload](vk, peer_id)
    except Exception as e:
        print(str(e))

Python scripts (files with the extension .py) will be executed by python.exe by default. This executable opens a terminal, which stays open even if the program uses a GUI. If you do not want this to happen, use the extension .pyw which will cause the script to be executed by pythonw.exe by default (both executables are located in the top-level of your Python installation directory). This suppresses the terminal window on startup.