Hey, it really shouldn't ask you that. Did you download from itch.io or from other sources? If so, which link? Also, make sure you are not trying to lunch the game as an admin.
i download it from here, first i try the Gofile link, then i download it with the 4 separate parts, but both ways tell me that microsoft defender blocked the app, if i still choose to execute it, it tells me that this app is asking to make changes to my device, the game looks really interesting but im afraid to damage my pc. thanks for the reply tho.