I write a class TrayIcon inherit QSystemTrayIcon, why I can't call show() directly after init TrayIcon? TrayIcon().show()

Qt Code: 
  1. # It works:
  2. # my_tray_icon = TrayIcon(my_widget)
  3. # my_tray_icon.show()
  4.  
  5. # But why doesn't this work? The icon does not appear in the system tray.
  6. TrayIcon(my_widget).show()
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Qt Code: 
  1. import sys
  2.  
  3. from PySide2.QtGui import QIcon
  4. from PySide2.QtWidgets import QSystemTrayIcon, QAction, QMenu, QApplication, QWidget, qApp
  5.  
  6.  
  7. class TrayIcon(QSystemTrayIcon):
  8.     def __init__(self, app):
  9.         super().__init__()
  10.         self.app = app
  11.         self.setIcon(QIcon('icon.png'))
  12.         self.activated.connect(self.icon_activated)
  13.         self.tray_menu = QMenu(QApplication.desktop())
  14.         self.show_action = QAction('&show')
  15.         self.quit_action = QAction('&exit')
  16.         self.show_action.triggered.connect(app.show)
  17.         self.quit_action.triggered.connect(qApp.quit)
  18.         self.tray_menu.addAction(self.show_action)
  19.         self.tray_menu.addAction(self.quit_action)
  20.         self.setContextMenu(self.tray_menu)
  21.  
  22.     def icon_activated(self, reason):
  23.         if reason in (QSystemTrayIcon.Trigger, QSystemTrayIcon.DoubleClick):
  24.             self.app.show()
  25.             # for Windows
  26.             self.app.activateWindow()
  27.             # for macOS
  28.             self.app.raise_()
  29.  
  30.  
  31. def main():
  32.     app = QApplication(sys.argv)
  33.     app.setQuitOnLastWindowClosed(False)
  34.     my_widget = QWidget()
  35.  
  36.     # It works:
  37.     # my_tray_icon = TrayIcon(my_widget)
  38.     # my_tray_icon.show()
  39.  
  40.     # But why doesn't this work?
  41.     TrayIcon(my_widget).show()
  42.  
  43.     sys.exit(app.exec_())
  44.  
  45.  
  46. if __name__ == '__main__':
  47.     main()
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