Hi! Yeah, that happens with all the executable files that are not in the Microsoft system afaik. There are ways to fix that, but it will take a while, and I'm currently working on other projects, so...
You can try the web build (even though it's laggy and I wouldn't recommend it lol), or trust the people who played it already (I don't know if you can see the gamejam page, but there's 30 ratings in there).