The exe is deleted every time a new project build is initialised, IE, every time you recompile the core.
For the exe to not be replaced, it means the build/compile failed and didn't output the new exe.

However... I notice that you're also missing some other files like the Compile.WIN.bat and various DLL's, etc.
Do you have a strict anti-virus program that could be removing these files?
 
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