I think the downloadable version is bugged. since when starting the game a kind of text box appears blocking the characters and preventing me from playing. I don't know if the bug only happens to me or to everyone. But the web version works perfectly.
I think this can happen when running a Godot game with an older graphics card. A different player had reported something similar about my previous game. It's strange that the web version works for you, but it's lucky that it does, I guess it's yet another good reason for me to start making web released for my games.