Nonetheless, the NOCONSOLE should still work without anything else, right (again, according to MS book, it's a "stand alone" argument)?
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Well, no. The problem was 'into screen'. When you do that, the output of the query goes to the screen, not a cursor. And if you leave 'into' off completely, the result does get selected into a cursor (called 'query'), but a browse window opens.

So, as you can see, you need to explicitely tell it what cursor to select 'into'.