Depending on the game, executable, gamego will simply refuse to launch anything at all when instructed. Things I've tried include creating a dummy bat file to do the job, pasting the raw route to the executable and directing to .lnk files instead of the .exe directly. All while testing using both bars in the paths (/ and \) and surrounding the whole thing with quotes.
When this happens with a certain game, the closest I get to an execution is chrome opening and prompting me to download said file from my computer to my computer (lol) or simply displaying the contents of the bat file in a new tab. To give an example, I've been struggling trying to get Dig-N-Rig from digipen to launch properly without any success.