I was going through the downloads of this game but I only saw downloads for mac & android. The other downloads are a "save" file. I know this game is on Steam but I'd much prefer to play it here. Am I missing something?

One of them is not being able to upload full games in RPG maker format. And unfortunately the amount of voice and image files makes it impossible to make an .exe easily. You will have to download it manually on the Itch website and unzip it (And you're ready to play it). I am currently working on optimizing the images to reduce their size and be able to install it easily.