I am working on a Windows 10 machine, which does not natively come with gzip installed. I installed GNU zip from GnuWin here, which as it turns out does not create a gunzip.bat available for writing gunzip ... commands the command line.

The simplest workaround is for me to change each of the three Makefile lines containing gunzip, replacing those commands with the gzip -d command, since the gunzip command is equivalent to adding the -d or --decompress flags after the gzip command.

Making this small change to the Makefile might add some convenience for Windows users who had a similar issue to me. Or if you want to close this issue without changing the Makefile, hopefully this note helps some other Windows user troubleshoot.