The game comes in a .zip file which holds the game inside. You extract that .zip file to get the game folder where you can launch the game via the .exe
It's because Itch.io has a launcher and automatic installer, similar to steam. So people usually install the games by downloading it through the launcher directly from Itch.io. Doesnt work when you only use external links. You use external links, so people cannot use the launcher.
