In the first example, you switch from "./app" to "app.exe" when using shell=True.

What happens to any of your examples if you add ".exe" without shell=True?

Popen eventually calls CreateProcess on Windows. From: http://msdn.microsoft.com/en-us/library/windows/desktop/ms682425(v=vs.85).aspx, describing the lpApplicationName  parameter: "This parameter must include the file name extension; no default extension is assumed."

Running the shell though, you don't need the extension.