On one hand, removing a game from itch should categorically require refunding everyone who ever purchased it. (I won't say that it should be impossible to remove games from itch, because there are cases when it is unfortunately necessary, e.g. if the original contains illegal material.)
On the other hand, removing a game is de facto possible on most platforms, by replacing the downloads with broken or empty files. The only way to protect yourself is to download the game yourself and save the download.