Thanks for the feedback!
I considered movement, but decided to only include the aiming mode, like a turret game, just to make difficulty adjustment easier for me. (How fast new asteroids are created, the amount of health you have, ect.)
You can press R to retry the current mode you have selected, you can press esc to return to the main menu if you are in a game, and you can close the game by pressing esc once you're in the main menu or one of its side-menus. Additionally, there is an Exit button you can use.
Now about that thing that requires something to be installed before opening, yea I have no idea what you're talking about. I didn't come across this issue.
Maybe your antivirus is preventing exe files from creating new files. The game makes a .sav file to store your progress. That's probably what's happening.