Yes, the game was packaged into an installer to provide a smaller download for users, as well as a more reliable method of providing updates. Unless there is something going on with your computer settings, however, there should be nothing preventing you from changing the installation location to something more of your preference. We suggest ensuring that the account you are using the computer on has admin access, and, if the problem still continues, please contact us at gamespeppermint@gmail.com, where we can provide a zip file of the game for your convenience
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In that case I'm afraid we're not sure what's going on there. There weren't any reported issues with the installed files themselves causing bugs or issues, so it should be fully safe to install it to your C drive. However, we understand that you may be reluctant to do so from an Indie developer, and would ask you to please email us at:
gamespeppermint@gmail.com
so we can create a new installer for you, or send you the zip file directly, whichever is your preference