If you’re using Microsoft Edge, try downloading the game with another browser, such as Firefox. It might be Microsoft’s SmartScreen protection causing the issue.
If you want to keep using Edge, I found this guide that explains how to deal with the “isn’t commonly downloaded” warning: https://www.ghacks.net/2022/07/02/how-to-deal-with-microsoft-edges-isnt-commonly...
I hope you can get it working. Good luck!