After clicking "start" to start the game i get a window which asks me where to install the game. I choose to install it locally. After installing a start new and keep getting the installer.

When I run the installation by hand via ./thevoid-linux-alpha-1-x86_64.run I see where it installs to and what I should call.
I would expect that after downloading the game from itch it is installed and clicking on "play" runs the game.