Thanks for the suggestion. I tried that and it didn't work. I got the same error.
I even tried to download the file on a second PC to see if that would work. I got the same error.
I can only confirm the problem doesn't happen here, and the installer downloads one .exe and 6 .bin files. If yours downloads only 5 .bin files, it means you downloaded the old version or, you downloaded the new version but started the old version, maybe because the new one have been renamed by the browser something like gsx_p3d4_setup(1).exe.
If you are sure you are starting the correct .exe, check its version with "Properties" -> "Details". It must be 2.9.4. If it's 2.9.3, it's the old version which downloads only 5 .bin files so, you must try again the previous suggestions about the browser cache.
Note that, since the file is very new, it's possible your local Cloudflare node hasn't been updated yet, since it might take a while to update all 260+ nodes worldwide but, the right file will come eventually.
And, if you already had GSX installed, there wasn't any need to download the installer again to get the new liveries, just run the FSDT Live Updater.