Eric V. Smith added the comment:

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.

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<http://bugs.python.org/issue20927>
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