itch.io

Depends on how strict you set it up, and also sometimes virus scanners just go wild. Last year it was McAffee deciding every ren'py engine based game was malware. Oh well.

You can try to go into the properties of the zipfile you downloaded, (right click on it and select "properties" from the menu), and on the first page, check the "unblock" checkbox. Then unzip again, and try it. 

Oh, and make sure you're putting it on one of your actual harddrives, and not a network drive or external drive. Sometimes virus scanners will apply stricter policies on programs running from network or external drives.

Are you on a PC that has additional restrictions and policies set up above and beyond normal? Or a device that's been enrolled as a BYOD and might therefore have stricter than normal settings, or is issued by a company or government?

If you are running on an enrolled device, make sure you have permission from the administrator to play games on the device, and to run applications that are self-signed.

So about the message itself, it's not that defender saw a problem with the application, it's just saying the application isn't signed with a fancy, expensive publisher certificate (which it's not). I won't tell you to ignore your virus scanner warnings, all I'm saying is I'm running bitdefender myself and it doesn't have any issue with it.