I kind of have the same problem. When I click the application, it opens and closes immediately, it doesn't even have the chance to show the window. I open the game from the executable file like you said, except I'm getting an error message that says:
"can't open file 'ThePriceOfFlesh.py': [Errno 2] No such file or directory"
I can open the game if I redownload the whole thing from the Itch.io page (I have it here rather than through steam). But so far after the first time I boot up the game (fresh download) and close it, it does the same thing
(Update) So I found the problem, removing the application from its file folder makes it stop opening, and I don't know why