1996phani based on the screenshot of a Java Web Start window for Jenkins, I assume that the thing that is terminating is the connection between the controller and the agent. The screenshot indicates to me that the Java Web Start window is running on the desktop, not running as a Windows service. The screenshot also indicates that the Jenkins controller is still running, because it is displaying a stack trace.
Based on those two assumptions, this is a duplicate of JENKINS-67000. The workaround is to switch from using Java Web Start to instead start the agent from a batch file or Powershell script on the agent computer. The fix will be included in Jenkins 2.332.1, scheduled to release March 9, 2022. If you'd like to test the fix earlier, you could test the fix in Jenkins 2.335 or 2.336.
Hello markewaite, did you see any similar issues?