I run it from the MC command line.
For example, FreeCommander has the option to enable/disable this. (If I mention it all the time, it's just because I've been using it the most in the past.

)
But now I realized that I can also make it work in MC if I simply write
cmd.exe /k before the main command, like
cmd.exe /k robocopy f: d: file.txt. I suspect this is also what FC might be doing "behind the scenes".
So, after all with this workaround, I don't really need this feature that much anymore. But it wouldn't hurt either.