This is common with the Web Installer. It usually happens if a previous installation was interrupted. The linked above usually bypasses this error entirely because it doesn't need to fetch files from the web during the process.
It is highly recommended to use the official Microsoft download to avoid malicious software. directx 9 10 11 offline installer
: The DirectX End-User Runtimes (June 2010) redistributable is the definitive offline installer. Unlike the web setup, it contains all necessary files in one package (approx. 95MB), making it ideal for systems without internet access or for fixing corrupted installations. Evolution and Installation This is common with the Web Installer