This is almost definitely due to the nature of the links generated. Itch.io seems very sensitive to the idea of bulk downloading and has on-demand, authenticated, time and origin sensitive download links generated when you hit that button, stymieing VPN redirection is part of that.
I personally agree this is a bug as is, and that Itch.io needs to re-evaluate these limitations to improve user experience.
For now, think of this as part of the growing pains of a site that thought it was serving niche games to a small audience but underestimated the internet.