Thanks for playing. Was a bit of a rushed job towards the end so a few things got less attention than I would have liked. The installer was due to feedback on my last game, some people didn't like pulling down a random zip. I know it's essentially the same thing with a basic packaged installer.
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You're doing so either way, the exe in the zip wont be signed, so you're allowing an exception to run it (Whether you get a prompt about it is up to your settings), and again with the download step, your firewall settings will determine whether you get warning about random exe's and/or zips. I'll change back to zips for future gamejam's though :)