This is because your web browser has "helpfully" unzipped the .tar.gz file when it downloaded, giving you a .tar file. This behaviour might normally be helpful but, as you've discovered, Pi-hole wants that file zipped, so to fix it you can zip it back up again.
First of all, rename the downloaded file back to just file.tar. Then gzip it back up with
gzip file.tar
This will give you a valid file.tar.gz which you can then Restore into Pi-hole in Settings > Teleporter and get your settings back.