J is hiding the .exe in the regular zip-file from Windows and its software integrity attorneys by using another compression software. That is the simple reason. (Many times a download has been blocked if the .zip conatained a .exe.)

Several years ago I did acquire a WinZip license and don't have the problem to open the file. (I just tried it.)


Windows 10
While Windows 10 does have some advantages there are quite a few disadvantages. I can't get the analog clock on my laptop, I was able to get it back on my desktop. (It takes more time and brain power to read the digital display compared to the analog clock.)
The replacement "Edge" for the Windows Media Player almost always has a short misfire at the beginning of a song.
Many tools that had been included in Windows are gone now and you have to get a paid copy from either Micrososft or from a third party.
...


Desktop; i7-2600k, 8 GB mem., Win 10 Pro, BIAB 2017; RB 2017 - latest build
Laptop: i5-2410M, 4 GB mem, Win 10 Pro, BIAB 2017; RB 2017 - latest build