Hello, does this happen only with our game or also with others you download?
And may i ask, are you using Windows 10 by any chance?
There is a few reports that Windows Defender from windows 10 blocks some unity builds for some unexplained reasons, we tested the game a few times and we found no problems in different systems.
Windows Defender can be kinda over protective sometimes, if the problem persists with other games, maybe using an antivirus could make it easier for giving permissions to new files, I have Avast and it also blocks games I download, but it gives the option to play it anyway, I personally recomend it over Windows Defender. And here is a way of giving permission to the exe https://www.windowscentral.com/how-exclude-files-and-folders-windows-defender-an...