Hello! What is your OS?
Very interesting. Thanks so much for sharing, I'll be able to pass thing along to others who are having this issue!
The issue is with Windows 10 deleting your .exe file without warning. Look a few comments down from this, someone accidentally figured out a fix to this that worked for them. Might work for you too!
It's probably your antivirus deleting the .exe file. You'll have to go into your antivirus program and make an exception for the game.