To use compressed games, you must use specific "transparent" compression formats:

When you download a highly compressed PCSX2 game, you're essentially getting a smaller version of the original game file. The compressed file contains all the necessary data to run the game, but it's packaged in a way that reduces its size. When you launch the game, the PCSX2 emulator decompresses the file on the fly, allowing you to play the game without any issues.