Here is my answer as someone fairly new to itch.io. I prefer HTML5 games because they seem inherently safer to play (trusting itch.io and the Chrome browser to enforce a minimum level of security). But I'm very curious to know what are some of the best practices from itch.io members that allow you to run downloaded executables safely (assuming that you don't really know what is in them)?
well, the reason why anti-viruses always block game downloads from itch.io is because itch.io is a source that most anti-virus mark as an "unknown location," so they block the downloads just to be safe. this doesn't happen for platforms like Steam because Steam requires you to pay for uploading a game, and it's also a trusted source.