Ah, good to know no malice on your part. It seems like this is only happening with the windows version you have available on itch. Browser and the other version have no issues. A small window pops up on the windows version that says it is installing the game. No location warning upon reinstalling that version though, so I'd probably say you're in the clear if it only happened with the first download? Could also just be my computer being weird. Me and my friend call it "The Cursed One" for a reason. I can hit up a friend who'd know more about this later, but I'd say you're good. My computer isn't seeing any trackers from the game, so it might just be a freak out on my PC's part.
BTW, good job on the game. It was silly and weird and I did enjoy it.