Thanks for the link, but slightly different issue. Lightning is claiming that all the mirror sources should have the correct checksums (I agree!), and that the issue is probably coming from people clicking on the dodgy "download this <other crappy thing>" misleading link instead of the mirrored ImgBurn download link.
I am saying that the ImgBurn setup file downloaded from each of the mirrors does not have matching checksums. The only one that does have correct checksum is the download from ImageBurn domain.
Anyway, I am glad I checked the checksum before installing. Will only trust the sources from ImgBurn domain from now on.