Why do these errors occur when adding a module via ftp?

Question

Drupal

I am using Ubuntu 20.04. Installed Drupal9 website and raised with Docker4Drupal. It is configured in docker-compose.yml that containers are used: web server - nginx container, database - mariadb container.

But when I went to the admin panel:
Extend -> Add new module
wrote the address

https://ftp.drupal.org/files/projects/pathauto-8.x-1.8.tar.gz

I pressed Continue and instead of adding the module, I was redirected to the page:
http://myproject.localhost:8000/core/authorize.php
And this form appeared, filling it out I got errors like in the screenshot:

Username, password, HOST I wrote exactly the same as in the Drupal installation window (Database username, Database password, ADVANCED OPTIONS : HOST)

How to solve the problem?