Maybe they downloaded the zip and then immediately tried to open it in a specific program through the open dialog giving them an error. I see similar mistakes with my parents - they have no concept of where files are, it’s just “on the computer” because they rely so heavily on “smart” file picker dialogs that show you everything recent or by a file type no matter where it’s actually located.

It’s an open source xposed framework module so you can read the code to see what it’s doing: https://github.com/M66B/XPrivacyLua/tree/master