I finally found a way out.
This might be useful to someone too
Instead of extracting on Linux, I found a way to extract using WinRAR on Windows. Two levels of nested extraction have to be done to recover all the files (10 files actually).
Thanks
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Although extracting from the downloaded file does indeed results in an error message, it seems the scripts are there?
Yes, I am able to get the three scripts and the same error message but the number of scripts in mirDeep-P should be around nine (9) So, all the scripts are not extracted