With that in mind, what the hell were you expecting? Even in the 90's web based games used flash. What exactly was the 'secure' alternative? A game needs to run code, whether natively or in your browser.
That's what I thought this particular game might be.
In fact, there is a slew of standalone, non-browser-based Interactive Fiction game engines like Frotz[1], Zoom[2], and Inform7[3] out there that this particular game might have been written in. And I would have had no problem playing it then.
[1] - http://frotz.sourceforge.net/
[2] - http://www.logicalshift.co.uk/unix/zoom/
[3] - http://inform7.com/
This game was billed as a "minimalist text-based game", for which any of the standard Interactive Fiction interpreters would have been more than adequate.
Incidentally, many of these IF interpreters are able to display graphics, and sometimes even sound -- though the usefulness or appropriateness of those features in the context of IF is debatable.
The developer would have to ship their own custom engine, at which point you have unsandboxed code running under your user account on your computer, instead of code sandboxed in the browser (which is probably the most generally available and secure sandbox for arbitrary code that exists right now). You are quite unlikely to give the game a full code review to make sure it's not making any analytics requests or shipping your data off to the program author, so that is probably worse from a logical security standpoint.
Now, if you're worried about the request to load JQuery from ajax.googleapis.com, you could've pointed out originally that this is a concern for those who worry about their privacy, and most on here would agree with you. I'm not actually sure why the author of this game decided to use the CDNed JQuery, when the rest of their scripts are unoptimized and loaded from their own server.