Freelancer's installer has had some issues with Linux in the past, it actually uses a couple of really odd side effects of Windows API calls as part of its functionality - which has caused issues on actual Windows as well for some people.
If you're using Lutris, my suggestion is to use the add new game button in the interface - the plus in the top-left, and choose "Install a Windows game from an executable", then you'll get a perfectly clean prefix for that part.
And I'm also going to take the opportunity to add a link to Librelancer, an open-source remake of the Freelancer engine which has been going on for a while, not quite yet to the point where it can play the campaign though.