That, interesting
I guess it depends where you live, I thought Mega was a global platform as long as you got a link you had the ability to download the included data,
unless in your country you have very precise rules regarding the management of personal data, in theory the content, whether downloaded anywhere on the globe, remains the same
There is no need for content in the "animation" folder, these are default folders created by RPG Maker (I don't know the exact version) these are incomplete sprites that you can find in resource=>img , in the same way the folder named "JS" is only there for external scripts, For example if you want to make an order but what is not available on RPG Maker by default like "time management" you can find lots of script in Js format that you can integrate into your game via the "Js" folder
Don't forget that this is a demo, files have probably been deleted or even altered by Zell so that we cannot recover them (Intellectual property) I myself have in this version 1.25 no file in "Animation " or "Js" and the images are "corrupt" yet the game works
To summarize: It may come from your country, on this account try with other games in RPG Maker format (you have thousands of them every day) if it works it is because the problem does not come from there, test the previous versions, I have the mega link up to date with all the versions including the old ones, If it still does not work, I can only advise you to wait for the official release or a future demo version to retest
Mega