I asked https://drupal.stackexchange.com/questions/183535/drush-cant-decompress-a-tmp-gz-file as help request and I've no idea if I myself did something wrong (say, installed something wrong) so it would be caused. As I commented in the question, I've opened a similar issue at Git, and it was closed; thus, I came to conclude it may not be a bug.
I closed it per my comment:
It's an error message you're getting on a stock installation of Drupal, after you've followed all instructions to install and use Drush? That's got to be a bug, or at the very least a feature request for a more descriptive error message. We can't guess from here why Drush can't decompress that file. Maybe you don't have gzip installed? Couldn't say without access to the machine
Perhaps a more appropriate reason would be "Too Broad", I don't know.
Just addressing this:
I've no idea if I myself did something wrong (say, installed something wrong)
Neither do we - you haven't detailed what steps you took for the installation; asking people to guess at all the things you might not have done correctly isn't a good use of Q+A.