Hey, sorry to hear that! Please make sure your browser accepts third party cookies and doesn't delete cookies on close. Third party cookies are required as itch.io uses a separate website to host the games in for safety reasons. I don't use these for tracking you at all, just for saving your game (local storage to be precise, but this normally uses the same setting in your browser). You may also be able to just add an exception for itch.io and hwcdn.net (the site itch.io uses for hosting).
Here are the right settings in Firefox and Chrome:
