TrayIcon inherit QSystemTrayIcon, why can't call show() directly after init TrayIcon

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

Code:

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# It works:
# my_tray_icon = TrayIcon(my_widget)
# my_tray_icon.show()
 
# But why doesn't this work? The icon does not appear in the system tray.
TrayIcon(my_widget).show()

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Code:

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import sys
 
from PySide2.QtGui import QIcon
from PySide2.QtWidgets import QSystemTrayIcon, QAction, QMenu, QApplication, QWidget, qApp
 
 
class TrayIcon(QSystemTrayIcon):
    def __init__(self, app):
        super().__init__()
        self.app = app
        self.setIcon(QIcon('icon.png'))
        self.activated.connect(self.icon_activated)
        self.tray_menu = QMenu(QApplication.desktop())
        self.show_action = QAction('&show')
        self.quit_action = QAction('&exit')
        self.show_action.triggered.connect(app.show)
        self.quit_action.triggered.connect(qApp.quit)
        self.tray_menu.addAction(self.show_action)
        self.tray_menu.addAction(self.quit_action)
        self.setContextMenu(self.tray_menu)
 
    def icon_activated(self, reason):
        if reason in (QSystemTrayIcon.Trigger, QSystemTrayIcon.DoubleClick):
            self.app.show()
            # for Windows
            self.app.activateWindow()
            # for macOS
            self.app.raise_()
 
 
def main():
    app = QApplication(sys.argv)
    app.setQuitOnLastWindowClosed(False)
    my_widget = QWidget()
 
    # It works:
    # my_tray_icon = TrayIcon(my_widget)
    # my_tray_icon.show()
 
    # But why doesn't this work?
    TrayIcon(my_widget).show()
 
    sys.exit(app.exec_())
 
 
if __name__ == '__main__':
    main()

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