That's because my Game is an .exe file. Windows does this by default if an exe file comes from an unknown source. I agree with you that everyone should be careful when opening exe files. If you want good conscience playing my game, try running some trojan or virus detecting software on my game to see if theres anything harmful. I promise there is nothing bad in my game that could hurt your PC or your privacy. <3
I did a bit more research and some other developer had the same problem and made a post about it in godots subreddit (the same engine i made my game with)
https://www.reddit.com/r/godot/comments/114s6hg/newly_exported_game_detected_as_...
Thanks for letting me know about the Flag. I'll fix this issue in the next update.