Does anyone know why this is happening and how I can fix it? Thanks!
I also had this problem using chrome, trying all the available packages, downloading to various places including desktop, and running after saving.
I switched to Windows 10 Microsoft Edge browser and was unable to download the installer. However I was able to download the zip file correctly and run blender from there.
Moral of story, keep trying different things until something works....
Download the compressed zip file instead of the .msi. Then extract the folder. That seemed to work for me.