Hi, selden.

Short answer: see if your antivirus hasn't blocked some of the files.

Unfortunately, Unity only allows me to create a release package with all of its DLLs in separate folders. I could not find a way to create one single .exe

It is true that this program uses a LOT of GPU processing, and therefore will be considerably faster in systems with better graphic cards.
I have tested this in a laptop with a 2.59 GHz CPU, 16.0 Gb RAM and a Geforce GTX 1070. It ran fine.
That's a high-end system, for sure, but I also tested this in a laptop with a 1.80 GHz CPU, 16.0 Gb RAM and an integrated onboard graphics card (Intel UDH 620). It was PAINFULLY slow, but it did run.

So the only thing I can think that may actually prevent the system from running is if your AV software blocked some files. In fact, by your description, it really seems like some core unity DLLs were blocked.