RAR-based password protected installers is a thing GOG did, I posted a link to an explanation
in this post. This is not about Linux installers but about Windows ones.
What Marcelo_Del_Aguila showed us is a legit installer. Some Web browsers recognize the .bin installer parts as what they are, a RAR archive, and for some obscure reason "fix" their file extension. Then Windows automatically tries to open them with any software available that can handle RAR archives.
GOG added a password on these archives to prevent users to extract the game content this way, then wonder why the game does not work.
By the way, the password is the MD5 hash of the game ID in GOG database. For Stalker it would probably be:
f301187f78bc1eec1ef468fea9326927
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Since some of you seem doubtful, here is a post by the official GOG.com account on the subject:
https://www.gog.com/forum/general/on_gnulinux_has_anyone_be_able_to_extract_the_rar_innosetup_installers/post470