Is there any way to play Unity games that were released as only a .exe have not been updated to include a UnityPlayer.dll in the download?
You can't; it's impossible.
All standalone Unity executables always come with a XXX_data (assuming the executable is XXX.exe, and replace XXX with the name of the game).
I've looked at the game download files and the folder/executable pair is there. Did you maybe incorrectly extracted the zip file?
