Oh, this is a simple one ...you're trying to run the AGA version of the game! I tried to do the same on my ECS machine and got the same exact error as you. Yellow Guru stating that "a file is missing". Yeah, doesn't tell you *which* file, but that's not really the problem anyway.
Make sure you download the DeluxeGalaga_E archive, decrunch (on your Amiga of course), then you'll see a .readme file that tells you to throw the xpkMaster libs in Libs: and a folder entitled Compressors goes in Libs: as well. Didn't look into it further, but something else probably needs to be thrown somewhere else.
Of course and naturally (never easy or as simple as it should be when downloading and installing something on the Amiga or MorphOS anymore), but the sound didn't want to work when I tried. Go figure. I might look at it again in another 10 years. Or not.
Only Amiga makes it IMPOSSIBLE sometimes! :lol: