It's normal, I don't know why it says that there's a zip, but it's an html game, so only playable on browser. But they said it at the end of this log, they're planning on doing an app for desktop, so we'll be able to download it.
Viewing post in SbArPg Version Update 13th JUUUUUUUURBS comments
Yeah, I saw that about the App Plans and liked them already.
Yet, there's another Browser-Game related to this one ("Finding a Place"), that offers the HTML-Files as ZIP to be played offline, too.
So, it would be fairly easy to ZIP-pack the Site-files and offer them as a download to be used on any platform offline in any browser, too.