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.
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