Yes, try renaming the *.rar file in your screenshot to *.bin. Souce: Cannot install STALKER SoC because the big file is password protected.

It's a terrible thing when one can't unzip!

That was my thought too, so I looked at the OPs profile and... he only has 1 game? I can't check what it is, since that is hidden, but... is it even possible to only have one game on GOG? Don't you get something like 7 free games automatically when you make an account?

It’s even worse when things get caught…

I haven't read everyone's reply, and nothing showed up with a quick scan of them. Anyway ....

Some games at GOG require a serial number, which can be found in your online library entry at GOG for that game.

It's possible that is the OP's issue.

To find that serial number, click on the game in your library, then the 'More' menu entry on the popup you get. There should be an entry name 'Serial' which you click on to get the serial number.

GOG rarely use RAR files though, mostly just BIN files or ZIP files for extras.

It is possible, that the GOG installer uses UnRAR etc for the BIN files, which were maybe created with WinRAR, so that could mean RAR is reported.

..... also, not sure if you said where you got the GOG installer from. Downloaded from GOG or another source?
If from another source, then you don't have a legal copy, which could be the root of your problem.