This is because this game doesn't get downloaded often and as such marked as possibly dangerous. You can still download it, but you need to click through multiple hidden buttons to actually do it.
It may differ from browser, but normally it something like... :
Press 3 dots -> Save -> Instead of 'Delete' find a button that says 'Download anyway'.
Then it gets downloaded!
I hope you can play bun's game.
Bun-bun