Note: NONE of this is mine btw, it has all been made by Theri over on the Phantasy Star Fleet Discord, send the man some love if it fixes your issues !

Ok so in order to play normally without errors neither having the game delete itself after a restart this is what you gotta do:

  1. Download the game from the Microsoft Store

  2. Start the game launcher, it'll start downloading files.

  3. Wait a bit, till it's at like 20.000/93000 and then go into the folder "C:\Program Files\ModifiableWindowsApps" and change take ownership of it, after that give the admin user absolute control.

  4. Once the download finishes, you'll be able to play (if you did not do step 3 you'll get an error instead of the popup saying it finished)

  5. At this point, you can play the game normally. However, once you restart the computer you'll lose some files from the folder, which ultimately will lead to the game doing nothing when you click to open it.

  6. To avoid this, what we need to do is a copy/backup of the pso2_bin folder before the computer restarts, make sure to log in and close the game before doing the backup, just to make sure all files are there.

  7. Once that's done, we place this copy on a different folder, let's say desktop, if you get an error or you need permissions you know what to do. (what I did was add everything to a .rar on the desktop)

  8. Now we can restart the computer, you'll witness how some files are deleted from the game folder

  9. Delete the leftovers in the folder and extract/copy your backup into it. Now you can play the game again and even if you restart the computer it won't get deleted.