"I didn't do anything different - all output showed in the PowerShell window I ran the command from - no new window was launched."

Orangutan mentioned PowerShell configuration: it may be that we're using different options. I haven't changed anything so, presumably, I have the default configuration. Given I'm only likely to be using PowerShell infrequently, I won't spend any time investigating that further right now; that may change if my usage does.