To be fair, here on Linux I get very different results when extracting the installer data with innoextract:
- setup_1954_alcatraz_2.1.0.4.exe (old format): 27s
- setup_1954_alcatraz_1.3.5019_(19812).exe (new format): 18s
So I suspect what you notice is due to the way the chunks are handled by the new installers, not their compression method. The new installers logic would be the cause of the slowdown, much more than the way the contents are stored.
I do not own Crookz so can not test this one, but my experience (limited to innoextract, I never run GOG Windows installers) is that the new format is reliably quicker to extract (usually takes half the time compared to the old format) at the cost of bigger downloads.
To get something roughly similar to your Crookz test, I gave a try to A New Beginning:
- setup_a_new_beginning_final_cut_2.2.0.7.exe (3.6Gib): 1m39s (beware that this is one of these RAR-based installers)
- setup_a_new_beginning_final_cut_2.0.4.0395_(27805).exe (3.9GiB): 47s
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EDIT
One last test to be on the safe side, with Giana Sisters: Twisted Dreams:
- setup_giana_sisters_twisted_dreams_2.2.0.16.exe (1.3GiB): 1m22s
- setup_giana_sisters_twisted_dreams_1.2.1_(19142).exe (1.5GiB): 25s