Because you need to have it for the game to function properly possibly due to the game engine or something idk. If you try to run the game with Winrar it should give you the option to download it from there.
Firstly do you have winrar? It’s a free software you can download on google. When you open the game using it (at least for me) it tells you that you don’t have the Microsoft visual C++ runtime or whatever and has a prompt to download it. Otherwise, although I haven’t tried, I’m sure you can download it for free if you search it too just make sure to use a reputable website.