Failed to open descriptor - unreal 4.22 packaging for Windows

Hello. There are lots of similar questions, but strangely I wasn’t able to find the clear answer to this issue. I have settings for shipping, cook for windows and package win64. Build is successful, and I receive the WindowsNoEditor folder, where in my project folder/binary/win64 I find my exe file. But it doesn’t open because of this error.

Is this unreal engine bug? How to fix it? How to build an exe file for steam distribution? You can’t just tell them unzip the whole folder with unreal content in it, this doesn’t make sense. Anybody here KNOWS the answer?