Why Does the website say that it wants to download a “Configuration Profile” instead of an app. Is that intended?

Yes, that’s expected. The “configuration profile” the prompt is referring to will allow for the installation of the game’s app.

After downloading it, you will be prompted to install it via your device’s settings. You should be automatically directed to the downloaded profile (found in the “VPN & Device Management” section of settings). Tap the “Install” button and follow the on-screen instructions to finalize installing the app.