IIRC Windows Defender blocks all unsigned executables by default. In general you can always do More Info -> Run Anyway if you trust the source. We might also host a browser playable version here on itch at some point.
It's good to be paranoid tbh. One thing I've seen before on itch is people cloning an existing game's store page to pretend to be the devs and setting the download links to malware instead of a game.
I looked into it and it seems like I can probably embed a browser playable version pretty easily. In a few weeks we're releasing version 0.15b and I'm going to update the public demo to a new version that bundles in all of the story revisions plus a new scene we added into the prologue. Once that's done I'll embed the new demo into the store page so that it can be played without downloading.