If there is no crash message in Renpy style, then it's on your side.
One of only things that come to mind is possibly pc thinking it's a suspicious file, it can happen rarely and randomly with some games in Renpy that use a custom launch icon.
- You could try -> deleting the game and trying to reinstall/reunzip
- Try installing in a different folder (Desktop)
- Pause any Antivirus that might block it and see if it can launch
It happens very very rare and there is no simple universal solution if that's the case.