Create display by itself is freezing the program? Need to add in another function for it to work properly?

Question

I got a really weird bug maybe you guys can inform me on. When creating the start for this program, i just wanted to check if the screen was working, so I created the code here like this first, and the program just froze and i was so confused for like an hour.

import sys
import pygame

class Rain:
    """class that controls the rain"""
    def __init__(self):
        self.screen_width = 800
        self.screen_height = 600
        self.screen = pygame.display.set_mode((800, 600))
        self.bg_color = (28,20,97)
        self.screen.fill(self.bg_color)
        pygame.display.set_caption('raindrops')


    def _run(self):
        while True:
            self._update_screen()

    

    def _update_screen(self):
        self.screen.fill(self.bg_color)
        pygame.display.flip()


r = Rain()
r._run()

but then i added in this keydown and suddenly everything worked, it made like 0 sense to me, hoping somebody can explain it so i don't do something this stupid again. Thanks!

import sys
import pygame

class Rain:
    """class that controls the rain"""
    def __init__(self):
        self.screen_width = 800
        self.screen_height = 600
        self.screen = pygame.display.set_mode((800, 600))
        self.bg_color = (28,20,97)
        self.screen.fill(self.bg_color)
        pygame.display.set_caption('raindrops')


    def _run(self):
        while True:
            self._check_keydown()
            self._update_screen()

    
    def _check_keydown(self):
        for event in pygame.event.get():
            if event.type == pygame.KEYDOWN:
                if event.key == pygame.K_q:
                    print('you hit q')
                    sys.exit()
                    pygame.QUIT()



    def _update_screen(self):
        self.screen.fill(self.bg_color)
        pygame.display.flip()


r = Rain()
r._run()