I love the questions! Thanks for flagging it - yep good question. That's not intended - the Itch app is re-launching the installer exe each time instead of the actual game. I'll swap the Windows download to the portable exe (no installer needed, just click and play) which should fix it!
I might ask if you could please report back if it works ok? (This will be for the 0.3.8 version incoming). I note that one Windows user had an issue with the portable exe a few weeks ago so I started uploading the installer exe, which solved it. But yeah, not ideal, especially with so many updates.