At step3.There is a dialog pop-up.Please refer to CommandLine1.PNG.
After clicking OK there is a shortCut with name "Hello" is created in Desktop.Please refer to CommandLine2.PNG.

For some other cases, this dialog box can appear,and this shortCut can be created after clicking OK.
The same issue exists for the following cases:
CommandLineScenarios/test1.html
CommandLineScenarios/test2.html
CommandLineScenarios/test3.html
CommandLineScenarios/test4.html
CommandLineScenarios/test6.html
CommandLineScenarios/test7.html
CommandLineScenarios/test10.html
CommandLineScenarios/test11.html