So this would be because Lutris did not put all the files in one directory.
Thing is though, I’ve installed this game before about a month ago (I think) and other games with multiple parts without getting this prompt so I’m not sure what’s changed, thus posting this in forum before I write up a bug report.
I’ve installed several GOG games in the last 3 days. I’ve done it both by downloading the files in advance and then telling Lutris to install from an exe, and also by going to the GOG sources section and selecting the game there. If I make sure all the parts are in the same folder before running the exe install, it works flawlesly. I did a 14 part game (Wolfenstein II The New Colossas) which installed from DLed files perfectly. Also I did smaller games of 2 or 3 parts by just allowing it to download and install. Using Fedora 44 KDE if that helps. In all cases I never hit “Launch” once completed, I click exit and allow the install script to totally finish. Something I tried to just launch caused an issue and I ended up reinstalling. Can’t say if it was lutris, the game, or my system, but “Close” works every time.
Gemini has said that this has to do with the naming of the parts changing since Lutris needs to understand this to recognize each file so that it can continue if it’s interrupted, etc.
Would need to verify that though as it told me a bunch of other nonsense before it finally settled on that (blamed it on installer scripts for instance).
Something else I’ll mention: I have a system with multiple physical hard disks and if I download the GOG game files and put them on any drive other than my system drive, the install from within Lutris will fail on the last part. If the game is in 5 files it’ll fail on file #5. I’m on Fedora 44 KDE. I don’t get any dialog box asking for where it is, it just says it needs it and stops. I can’t recall the exact wording and didn’t take screenshots of it, but my solution was to copy all the files to my system SSD and install from there. That seems to work every time.