Note, use of <SkipDisplay> in a last frame item prior to version 126.96.36.199 of DMDX would result in the job being aborted and any data not being saved. This has now been rectified.
Also note that between item files DMDX is going to shut the screen down and some displays will either flick back to the desktop or the DMDX dialog display momentarily, not much we can do about that. But some other displays switch back to a previous item's display and here we can actually do something. Putting an <EraseAll> in the last frame will clear all the back buffers (that have previous item's displays still in them) and fixes the problem because even if the video drivers display another buffer at least it will be blank (or the last item's display).