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