Sure it's weird... Maybe your antivirus software deletes the file / blocks it, we know it happened before. Try to check the files in quarantine, it may be the issue?
Or else could you attach a screenshot of what it did at the download's completion?
We're really sorry for the late answer! It seems like it is on the Itch.io application! If you download the game in the itch.io web version you should get it fine. We'll get to work on the Itch.io application.
Are you refering to the zip files? Those are the only files that I can download both from the website and the application. Unfortunately the zip files are quite hard to open and run for some reason. Hmmm.. Any advice?
Yes, the game is actually in these zip files ! Do you have a software to open them like WinZip, 7Zip or Winrar?
Once you'll have a software like these, you can extract the files on your computer and you'll only have to execute the ValentyneStoriesNecromancy.exe file!
It keeps saying open page instead of download