I would say this is a game for you to practise your game dev skill. It's a self-learning project to learn how to build a touhou shmup system, and I think it's ... working?
I get the same problem of gray background too (I am using windows 10 fyi). The game size is 119MB. With this content, i think people would prefer it to be a small HTML game. Also, the game just stuck after i defeat the boss.
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Hey thanks for playing, yeah the reason it's a UE4 game is because I'm more knowledgeable in regards to it compared to other engines like unity or other ways to develop games. I do agree that a web game or light weight game would be easier but again, I don't know how to do so. Thanks for pointing out the back ground issue, should be fixed now. Interesting, I've play tested my compiled game many times and it never bugged after the beating the boss, but thanks for pointing out that as a potential bug.