EmojiPlay already answered on Discord but I put it here too for other people to see
How to fix Setup not changing to Play when selecting the folder?
This happens because the path to your game has non english characters.
For example C:\Téléchargements has 2 é characters which don't exist in english so the launcher cannot read it.
Change the folders names in the path to make sure it has english characters only.
For example C:\Telechargements or C:\Games