a quick google search says it's probably your antivirus acting up. here are a few itch.io threads on this issue:
https://itch.io/t/786812/my-downloads-are-getting-deletedhttps://itch.io/t/903201/game-zip-file-deleting-itselfhttps://itch.io/t/1020630/my-game-keeps-getting-deleted-after-downloading-it-help-please
Disabled both the antivirus and firewall entirely, as these discussions suggested - still deleting themselves.
Alright, I got it - thanks for the help. Stupid "SAntivirus" or whatever it's called, which I didn't even know existed.
