prevent the REPL from closing (interactive mode):

1. In your packages, open SublimeREPL\config\Python\Main.sublime-menu.
2. Find the part that contains id: repl_python_run.
3. Under args/cmd, add -i. That's it.

For reference, mine looks like the following:

{"command": "repl_open",
"caption": "Python - RUN current file",
"id": "repl_python_run",
"mnemonic": "d",
"args": {
"type": "subprocess",
"encoding": "utf8",
"cmd": ["C:/Python34/python", "-u", "-i", "$file_basename"],
"cwd": "$file_path",
"syntax": "Packages/Python/Python.tmLanguage",
"external_id": "python",
"extend_env": {"PYTHONIOENCODING": "utf-8"}
}
}