Hmm, looks like the asset packaging step failed, the zip file in the web folder was missing the assets.js and assets.data files. Without those, it won't load. I also tried building it on my machine, and it actually worked, and seems to run correctly from what I tested:
https://mega.nz/file/HZVxVTID#H6GdyJMp5NrLTaFQZTjHluh1ZtRWOcY7BjrkRQy2rVU (Web build of the game)
Going back to why the asset packaging might have failed, someone recently sent me an email that web asset packaging fails on their machines and I was able to reproduce it on a machine I had available. As it turned out, it was related to the way Emscripten (the environment used to create Dolmexica web builds) is shipped with Dolmexica. The asset packager was checking for a config file containing paths to a compiler, did not find it, and then aborted the asset packaging. This does not make much sense, because the asset packager does not need any compiler, so I added a dummy config file to the Emscripten shipped with Dolmexica. Now, it started properly packaging the assets again. I also sent it to the person that sent me the email, but they didn't confirm if it also fixed it for them (I was a bit late in getting back to them unfortunately). After that, I updated the Dolmexica 1.5 release by adding that file.
I noticed that the file was also not added yet in the files you sent me, so I also added it there, maybe it will work properly with this:
https://mega.nz/file/SN9CTCJQ#YW2LsQkUQnzkVoaU9fPa3XBTdH8k2S6iNMeYqf3rmxs (Dolmexica with the game assets + the web asset packaging fix applied)
I also removed the zipped characters from the assets folder, but that was just to reduce size, that shouldn't have anything to do with the fix.
Hope this also fixes the issue for you! Thanks a lot for letting me know about the issue and for helping track it down by sharing your files!