The reason is that the file does not exist at the specified URL.
If you open the URL in your browser, you will be redirected to the top page, so in your environment, HTML files will be downloaded and hash checking will fail.
http://www.bzip.org/downloads.html says "Find the latest version from SourceForge."
It does not appear in the screenshot attached to the question, but is it running in a batch file?
If you downloaded it manually, you were able to save a successful file and check the hash value (expected = match the expected value) using the following steps.
All I tried was a Windows Git Bash environment and only downloaded bzip2.
$curl-obzip2-1.0.6.tar.gz-L https://sourceforge.net/projects/bzip2/files/bzip2-1.0.6.tar.gz/download
% Total %Received %Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 16367 100 16367 0 0 22890 0 --:--:-- --:--:-- --:--:-- 22890
100 313 100 313 0 0 230 0 0:00:01 0:00:01 --:--:-- 690
100763k 100763k 00 454k 00:00:01 0:00:01 --:--- 454k
$ file bzip2-1.0.6.tar.gz
bzip2-1.0.6.tar.gz: gzip compressed data, was "bzip2-1.0.6.tar", last modified: Mon Sep 2007:15:13 2010, from Unix, original size 2590720
$ md5 thumbzip2-1.0.6.tar.gz
00b516f4704d4a7cb50a1d97e6e8e15b*bzip2-1.0.6.tar.gz
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