Hi!
It could happen for many different reasons, first if the script interacts with the command line, as Zaid explained when compiling the backdoor. Also it can be because defender or any AV is preventing the executable to run, this can happen when it needs to connect with anither device or service, or just some libraries fail to compile properly using pyinstaller. There’s another tool that can be used, it’s called py2exe, try to do some google research and you’ll find it.

Hope it helps!
Diego