not compatible with windows 10 and why does it install something to the runonce registry?
I used Gamemaker Studio 1.4, which is a bit old at this point. I don't see why it wouldn't work with Windows 10, but I personally only have Windows 7 and 8, so I wasn't able to test it on 10 myself.
Did you try running it in compatibility mode?
As far as the runonce registry, the game is a portable executable, so it should work like any other game that doesn't require an install.