Problem Statement - No Dialogue Box will open from menu selection. Select “File-Open” and nothing happens, same for options which should give you a Dialogue Box. Preferences works fine.
Environment - Windows 10 upgraded from Windows 8.1. Single screen. Originally running 2.0.3 and had the issue. Uninstalled 2.0.3, searched entire HD and deleted all references to Audacity, then installed 2.1.0 and same issue.
I can drag and drop a file into Audacity and work on it. Go to select File-Export and again no Dialogue Box - Nothing.
The version I downloaded and installed works fine on my Windows 7 Pro System, so no chance of bogus install file, and it is a work development system with lots of protection. I have double checked the version and everything looks fine to me.
Install (or reinstall) 2.1.1 obtained from one of the two addresses, but make sure the “Reset Preferences” box half way through the installer is ticked (checked). When you launch Audacity, confirm you want to reset preferences.
If the problem persists, right-click over the installed audacity.exe, choose Properties and then the “Compatibility” tab. Compatibility for Windows 10 should work, but you can try Windows 8 compatibility.
If there is still a problem after that, I assume a security/anti-virus application might be using “heuristics” observations to block the window opening, or you actually have a virus. In the latter case you want to do a full anti-virus scan.
Do you have an anti-virus app other than the built-in Windows Defender? Note that most anti-virus apps that scan continuously in the background do not work well with each other - multiple anti-virus apps running at the same time can cause all manner of weird behaviour. There are some exceptions. Malwarebytes products for example can generally run with Windows Defender, but even then it is best to add exclusions to each app for the other app’s files.