That's so weird! I just double checked and that SHOULD work. I guess it's maybe a quirk of Windows 11. I'll have a think. Maybe send you a special exe to test. Will update :)
I'm just wondering if there's any chance that you've downloaded the game more than once? And are maybe creating the files in a different location to the exe?
Same question to you daometh. Also could you try running the file as administrator and see if that helps?