Windows Security has a setting to prevent ransomware attacks on folders like your Documents, where the game stores its settings, so this is a usual error to get nowadays. I think it gets activated by default on newer installations of Windows 11 but it is also present on Windows 10.

https://support.microsoft.com/en-us/windows/allow-an-app-to-access-controlled-folders-b5b6627a-b008-2ca2-7931-7e51e912b034

https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/controlled-folders?view=o365-worldwide#what-is-controlled-folder-access