I wasn't able to install the Windows version when using the itch app sandbox, had a permissions error. A workaround is to install the web version instead.
I've just tried to reproduce this, but it installs and runs properly on my Windows machine using a freshly created sandbox account. Issues with the sandbox are likely out of my hands, sadly. If you'd like to see this issue resolved, do consider filing a bug in the itch app, so their dev team can take a look at it. Hope that helps!