Could not read SFX configuration or configuration not found

I’m trying to compile a game as a single executable file, but it looks like the file that is created is much smaller than what I expected, and I get the above error message when I try to launc the file.

I have been able to create single exe for other games, so I guess there is some kind of issue with that file?

Compiling the same game to a folder works fine.

Version 2.1.1

Do you use a custom icon file ?
It seems that games compiled into a single executable files become corrupted when GD try to change the icon.
The solution is to remove the custom icon and change it manually with a tool like XN Resource Editor.