There is bad download url in extensions.joomla.org
instead of
https://github.com/joomla-extensions/weblinks/releases/download/3.4.1/pkg_weblinks_3.4.1.zip
there is
https://github.com/joomla-extensions/weblinks/releases
Well, that is the main reason why download url is there? So people would get direct download url? For extensions.joomla.org that can be accepted to have only a directory of releases. But this is also in webinstaller plugin. When user try to install this component from webinstaller he gets error cause this is not a package, this is html page.
The download button on JED listing pages points to a listing page where you can get downloads for the extension. Support for installing via the Install from Web requires a different config file. Lucky us the credentials for the account seem to not be working.
Closing as the link has now been updated. Thanks everyone.
As this is the download overview page for com_weblinks, it's imo set correctly. Else the link would need to be updated every time a new release is made..