Почему окно SecondWindow сразу закрывается

Окно SecondWindow не отображается, потому что при создании объекта SecondWindow(self) вы не передаете родителя.

import sys
from PyQt5 import QtCore, QtWidgets
from PyQt5.QtWidgets import QApplication, QWidget, QDesktopWidget, QMainWindow, QAction, qApp
from PyQt5.QtGui import QIcon

HEIGHT = 800
WIDTH = 1300

class Menu(QWidget):
    def __init__(self, parent=None):
        super().__init__(parent)

        self.menubar = parent.menuBar()
        self.file = self.menubar.addMenu('&Опции')


        self.exitAction = QAction(QIcon('cross-exit.ico'), '&Exit', self)
        self.exitAction.setShortcut('Ctrl+Q')
        self.exitAction.setStatusTip('Exit application')
        self.exitAction.triggered.connect(parent.close)

        self.file.addAction(self.exitAction)

    def addMenu(self, actionName, text, command, icon, shortcut=None, statusTip=None) :
        self.actionName = QAction(QIcon(icon), text, self)
        if shortcut:
            self.actionName.setShortcut(shortcut)
        if statusTip:
            self.actionName.setStatusTip(statusTip)
        self.actionName.triggered.connect(command)

        self.file.insertAction(self.exitAction, self.actionName)


class SecondWindow(QWidget):
    def __init__(self, parent=None):
        super().__init__(parent, QtCore.Qt.Window)
        self.initUI()

    def initUI(self):
        self.q = QDesktopWidget().availableGeometry()
        self.r_w, self.r_h = self.q.width(), self.q.height()
        self.setGeometry(self.r_w/2-WIDTH/2, self.r_h/2-HEIGHT/2, WIDTH, HEIGHT)
        self.setFixedSize(1300, 800)
        self.setWindowTitle('Lings2')
        self.setWindowIcon(QIcon('Lings.ico'))
        self.mainLayout = QtWidgets.QVBoxLayout()

        self.buttons = []
        for i in range(5):
            but = QtWidgets.QPushButton('button {}'.format(i), self)
            self.mainLayout.addWidget(but)
            self.buttons.append(but)
        self.setLayout(self.mainLayout)
        self.show()


class MainWindow(QMainWindow):
    def __init__(self):
        super().__init__()
        self.initUI()

    def initUI(self):
        self.q = QDesktopWidget().availableGeometry()
        self.r_w, self.r_h = self.q.width(), self.q.height()
        self.setGeometry(self.r_w/2-WIDTH/2, self.r_h/2-HEIGHT/2, WIDTH, HEIGHT)
        self.setFixedSize(1300, 800)
        self.setWindowTitle('Lings')
        self.setWindowIcon(QIcon('Lings.ico'))
        self.menu = Menu(self)

#        self.menu.addMenu('action', 'New', lambda: SecondWindow(), 'test.ico', shortcut="Ctrl+D", statusTip="Creating")
        self.menu.addMenu('action', 'New', lambda: SecondWindow(self), 'test.ico', shortcut="Ctrl+D", statusTip="Creating")
        #                                                       ^^^^ 


if __name__ == '__main__':
    app = QApplication(sys.argv)
    mainWindow = MainWindow()
    mainWindow.show()
    sys.exit(app.exec_())