Hello,
is it possible to create a Windows shortcut to a vault which opens the unlock screen once you click on it?
I have checked the cryptomator.exe commandline. It really seems to not accept any arguments, it only always starts the app. Is this really the case?
Welcome the Cryptomator Community 
Yes.
You can create a similar behaviour by unlocking a vault on app start:
You can find the option in the vault specific options.