it won't decompress with some gui based unarchiving utilities.
You are just encountering a bug in xad that the OS 3.9 "Unarc" program, and certain other programs rely on. You will encounter the same bug if you use xadunfile from CLI. It happens when the archive contains directories that have been packed as if they are files, with trailing slashes.
For example in the AmiSSL-4.3.lha...
AmiSSL/
AmiSSL/C/
AmiSSL/C/AmigaOS3/
AmiSSL/C/AmigaOS3/OpenSSL
...
xad will fail to unpack the three first, and will instead print error message "opening file failed", and OS 3.9 Unarc will open a requester about error.
Normally, when creating an archive with an Amiga version of Lha, it doesn't create these "buggy paths" in the archive (at least I never saw it happen), so I suspect this only happens with some version of u*ix or Windows version of an Lha archiver. Regardless, I think xad should be fixed to handle it better (if it isn't already, not been paying attention to what goes on with xad).