This closing behavior after hitting the parameters button is an issue with using CData SSIS source components within Visual Studio 2019 and Visual Studio 2022. You'll need to modify a Visual Studio configuration file to fix this problem. 

First, close Visual Studio if it is open.

For Visual Studio 2019:

Navigate to your Visual Studio 2019 installation directory and locate the file: 
"Microsoft Visual Studio\2019\Community\Common7\IDE\devenv.exe.config" 

Make a backup of the "devenv.exe.config" file just in case a typo is introduced during the edit.  

Open the file in a text editor and scroll until you find the last "<dependentAssembly>" XML block. Add the following XML block to the file: 

<dependentAssembly>
  <assemblyIdentity name="Microsoft.DataWarehouse.Interfaces" publicKeyToken="89845dcd8080cc91" culture="neutral"/>
  <bindingRedirect oldVersion="10.0.0.0-16.2.0.0" newVersion="15.0.0.0"/>
</dependentAssembly>

Save and close the file. The parameter button should work as expected when you open Visual Studio 2019 back up. 

For Visual Studio 2022:

Navigate to your Visual Studio 2022 installation directory and locate the file: 
"Microsoft Visual Studio\2022\Community\Common7\IDE\devenv.exe.config" 

Make a backup of the "devenv.exe.config" file just in case a typo is introduced during the edit.  

Open the file in a text editor and scroll until you find the last "<dependentAssembly>" XML block. Add the following XML block to the file: 

<dependentAssembly>
    <assemblyIdentity name="Microsoft.DataWarehouse.Interfaces" publicKeyToken="89845dcd8080cc91" culture="neutral"/>   
    <bindingRedirect oldVersion="11.0.0.0-17.3.0.0" newVersion="17.3.0.0"/> 
</dependentAssembly>   

Save and close the file. The parameter button should work as expected when you open Visual Studio 2022 back up.