Sorry about that, it's some issue with adware in that version of the installer (that doesn't have to be installed). Their forum has a post about this problem. I edited my reply to direct to the "adware free" installer: https://jdownloader.org/jdownloader2
I use EDIT: jdownloader2 for YouTube video/audio. It may be more feature packed, but it’s easy enough once you’re comfortable with the GUI.