I don't have Linux installed to answer your question in full. But it sounds like it's a problem with a download or extraction. Try to redownload the game and tell me if that worked.
Viewing post in MurMur 0.6 public release comments
Already tried that, but it looks like RenPy ships its own version of Python 2 and doesn't use the system's one. Since I could play the compressed version, it's all good - but, on a slightly related note, would you consider adding a torrent download starting with the next version? This way it would be easier to make sure one always has the correct file without having to redownload from potentially rate-limited services. Thanks!