The caveat is: You must be running a Linux system, not Windows 10 or Windows 11 when doing it. UPBGE will automaticaly indentify the system and export accordingly. Take another look on the video I send ya, he exports the game but the generated file doesn't have an .exe extension. He is running through a Linux Mint operational system.
Running UPBGE on Linux, to export, same as Windows, go to Edit, Preferences, Add-Ons and then look for “Save As Game Engine Runtime”. When exporting, it will export as bin for Linux. It is a file called "game", without the .exe extension. Some guys show this as a game.bin file, with .bin extension.
That's the reason I sugested to me to help ya building the game on Linux, I just open the project file here and when exporting, it will export for Linux. I can upload on google drive or another platform, so you can take a look on the file before uploading to itch.io.