But, is there a way to easily convert HTML5 games to .exe
Viewing post in Creating games in a single file
No, HTML is a completely different format to an executable, converting between them is impossible.
The closest thing would be creating an executable with a minimal web browser that simply loads an HTML document, which is similar to what frameworks such as Electron do. I'm against this for a number of reasons, personally, mainly because it introduces an unecessary amount of bloat.