I really can’t figure out what the problem is. Maybe try sending a screenshot of the unzipped folder and I’ll see if there’s anything wrong. Personally for all itch games that I played there has been the .exe file idk. You could also include a screenshot of the way you are unzipping it
It’s not because of the game it’s because of windows defender. You are doing everything right unzipping it and you are indeed clicking on what you should click to launch the game. I think you need to tell windows defender that the game is safe because it is and indie title and it might consider it dangerous. Archxn (the comment before me) already wrote how to do that. Hopefully you can finally play it now!