Any command in my terminal that exits with non-zero code closes my terminal window

Alright, so indeed, it was a wayward set -e that caused my trouble.

The way I found the set -e was using bash -lx

The best thing to do would be to use:

bash -lx > lx.log 2>&1

then open that log file and do a search for set...

once you find that wayward set -e you can remove that line and your problem should be gone! (Machine restart might be a good idea tho).

In my case, the set -e was in a file that .bash_profile sources, but the line was not in .bash_profile itself.

If you just want to solve the problem, include set +e in your .bashrc — at the end.

You can go digging—there are a lot of other places where a set -e might be—but that will take care of the lot.

If, however, the set -e is part of your $PROMPT_COMMAND then the above will not work. Try printf '%s\n' "$PROMPT_COMMAND" and see what's in it.