Unfortunately its an automated behaviour of your operating system. It is automatically destroying the exe of the game as it decided it is a virus or an unwanted program.
Unless you go in your operating system's option and disable auto deletion you'll never be able to extract the exe out of the archive.
It's either your antivirus, windows defender or the windows itself.
http://windowsbulletin.com/stop-windows-defender-from-deleting-program-files-on-...