Here's the listing for Screamer 2 soundtrack in my downloaded file:
Screamer 2 soundtrack - 02 -Track02.mp3
Screamer 2 soundtrack - 03 -Track03.mp3
Screamer 2 soundtrack - 04 -Track04.mp3
Screamer 2 soundtrack - 05 -Track05.mp3
Screamer 2 soundtrack - 06 -Track06.mp3
Screamer 2 soundtrack - 07 -Track07.mp3
Screamer 2 soundtrack - 08 -Track08.mp3
Screamer 2 soundtrack - 09 -Track09.mp3

Where is Screamer 2 soundtrack - 01 -Track01.mp3?

I'd guess that the Soundtrack was ripped from the games CDROM. Meaning that track 01 was the data track, containing the game and data, and track 02 - 09 were the audio tracks, which were played during the game.

One thing that bugs me is, that the tracks aren't separated properly. You get a couple of seconds from the next track at the end of the current track, which is annoying. I don't know if this was also present on the original game.

Ah right. They used to do that kind of mixing with data and music. Still, it doesn't make sense naming it the same way now.

These couple of seconds from the next track bug me too. I wonder if's some kind of fix in the old days?

All in all I wish all music would be packaged according to the same standard. Some zips have soundtrack folder, some are nicely named according to the archive name etc.

No, this error is not present on the original disc.
The music was converted from the bad CUE/BIN rip that's packaged with the GOG release.
This is why I don't like CUE/BIN because too many times, this exact error happens when ripping mixed-mode disc when the ripping software don't take account of the 2 second gap between tracks, which is why I ripped my original Screamer 2 disc to MDS/MDF, which is a disc clone format unlike CUE/BIN.
The solution for now is either fix the GOG.DAT file manually with a text editor or download a corrected version posted elsewhere on this forum and rip the music to MP3 yourself by mounting it in a virtual drive.