I have found the reason why this happens, since it happens at my device with every miui.eu version.
The download and the file itself doesnt have an error and works perfectly once installed.
The copying-process from your computer to your device causes this issue! If you look closely the process interrupts at about 80%, which means the file isnt fully copied completely to your device and gets corrupted.
I dont know why this happens for me all the time, but to avoid that error 'mount' your device in TWRP and copy it with the CMD console and the command 'push' (you can read how to use it in other forums). This may take a while but the file gets copied completely.
I hope this gets fixed soon, because it is really annoying doing it that way.
Maybe ingbrzy can help us with that problem, since it obviously concerns more devices?
I am using a Xiaomi Mi MIX with the newest MIUI.eu version 7.7.20 (updated with the process above).