Windows defender will give a warning with any .exe game that is not digitally signed, this is the case since the game was directly exported from Construct 3 (the game engine I used for the game). I'll be working on a web based version for the next version, so people won't need to download the game to play it and have to deal with this warning. I assure anyone playing the game though there are no viruses or malicious code in the game.
Source: https://www.construct.net/en/forum/construct-3/how-do-i-8/exporting-executable-w...