itch.io

Hi. This means the game can't make or update a save file. Either your active user doesn't have rights to write and execute for the game's folder and its subfolders or there's some kind of proactive antivirus software that goes overboard.

If it's the first option, increase your user's rights for the folder and its subfolders via the properties menu. If it's the second option, add the game's folder to the white/ignore list.