Edit to this: As Nekolag commented, this happens when it isn't in a folder as it tries to just delete everything in its folder, and when its not in one it just starts deleting everything. So just be careful with deleting it with the uninstall program it gives you
Original comment: This is malware. the uninstall started deleting EVERYTHING ON MY COMPUTER
I've looked into this. This kind of thing has happened before to others. It appears that games made with Gamemaker Studio have a uninstall button that will delete everything in the same folder. Therefore the game should be kept in its own folder. I recomend that you should remove the game by deleting the whole game folder. Yoyo-games might have more information about this problem. I'm sorry, this is very annoying to me as well.
An example: https://mobile.twitter.com/tobyfox/status/1057639821177278470
