That error is specifically the Unity engine failing to start, because it cannot find the mono.dll that is inside the Mono directory.
One possibility is that you could have the exe file located in a different directory from the associated Mono directory. Always make sure to copy all of the files from the archive to the same directory on your machine.
Alternatively it could be something strange in the path to where the game is stored. For reference: https://answers.unity.com/questions/1413411/fail-to-load-mono-on-a-built-project...
If you had it installed via the itch client, then I'll have to do more investigating.