Same, I am not installing anything if there's even 1 positive. I don't want to remember that sonic fangame scenario again, sorry dev.
I'll echo the sentiment of the other fellas and say that the game is absolutely harmless, I think that because it's just a raw .exe file, your computer is automatically built to block it or warn you about it, somebody mentioned this in bugs but changing the download to a zip file could fix this problem and would stop people from getting icky about it.