It should be working in the app as well, not sure why there's an issue (maybe it's due to recent NSFW games policy changes and delistings).
The download link leads to an external MEGA archive because of the game's size.
the thing is, i dont think its possible to install something via external links. i think it needs to be the zip instead. im sadly also not familiar with it though. i may be wrong. also the issue of the policy did not change features such as downloading via the app. it only made games delisted but still available (if for example you save a game before it got delisted).