Do you have a virus scanner or the like on your phone? For some reason a few people have had the game be considered untrustworthy and their device either won't allow it or delete it after it installs. If you can turn that off temporarily or find a way to mark the file as trustworthy, the install might go through.
Also, did you download it through the Itch.io App or straight from this page? Using the App can potentially add to the confusion scanners have with the file.
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Even if the phone can normally install apps not from the playstore, this apk in particular sometimes is blocked by any firewall or virus scanner you have on your phone. It didn't happen with the demo or our previous games really, so we're not entirely sure why it's happening now. But if you can check for anything on your phone that might scan files before they install, turning that off could help the download go through. Or maybe there's not enough space? The demo was a lot smaller. I'm happy you're excited for the game.