Thanks for the heads-up. I wasn't aware of the itch.io app so didn't factor it into my testing!
Having run some tests using the app, I suspect it's incompatible with Romanesque's Windows installer. The app seems to be designed for installer-less games so assumes the installer executable is the game executable and doesn't bother running the installer when 'installing'! To play the game, you'll need to run RomanesqueInstaller.exe manually, and launch the game via the desktop shortcut, start menu, or taskbar. Sorry about that.