Because your antivirus is protecting you. It detects the malware signature in the fake file and immediately deletes it. Take this as a lifesaving warning.
Understanding the "TekkenGame-Win64-Shipping.exe" Error and How to Fix It tekkengamewin64shippingexe link
If your antivirus deleted the file:
Even if a third-party link is safe, minor game updates change the internal code. Running an outdated or mismatched executable will trigger secondary errors like 0xc0000005 or Easy Anti-Cheat (EAC) validation failures. Because your antivirus is protecting you
This is the golden rule for resolving any missing .exe error. Steam will scan your local directory, identify that TekkenGame-Win64-Shipping.exe is missing or corrupted, and download a pristine copy directly from official Valve servers. tekkengamewin64shippingexe link