Can run app from terminal but not from menu in XFCE

I have an app which I can run from the terminal in this way

python3 /home/me/path/to/my_app.py

It works fine.

To make it easier for other people I want to use the Menu Editor to create a launcher for this. I have done this hundreds of times in the past for other apps, but this one fails and I don't know why. This is my setup:

If I enable Run in terminal the terminal is opened for some milliseconds and then it closes, probably because of an error but there is no time to read what is going on. If I copy-paste the command into a terminal it works fine.