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Cd doesn't return a value so nothing is output with this example
Interesting ... and there's probably a good reason for that, but I don't know what it is.
Certainly, the behaviour you're seeing doesn't conform to the documentation I get for cd, which begins with:
Perhaps you're running in a different shell (I use cmd.exe), or perhaps your cmd.exe shell finds a different 'cd' implementation to run.
To force your cmd.exe shell to use its own implementation, I think you just need to involve a shell metacharacter in the command - eg:
Does that command print out the current directory for you ?
(Admittedly this has nothing to do with the subject you initially raised ... but I find it a little bit interesting.)
In reply to Re^3: No command window output when running script