I don't think the program is deleting itself. When I looked into this problem with another player they saw it vanish when it wasn't even running, so I'm pretty sure there's something external doing it. In their case it was an antivirus called Segurazo. If it's not that, I don't know if I can be much help to find out, because I've never seen it happen myself.
EDIT: I checked it using VirusTotal. 66 antivirus programs give it a clean bill of health but BitDefender Theta, Panda and SecureAge flag it as a generic threat (i.e. they think it smells weird). If you're using an AV based on those, that might be it.
As a side note, if you find extracting ZIP files confusing you could try the Itch App, which automates that whole process. It won't fix whatever's deleting the fleshcult exe though.