When I try to run the pk3 it acts as if I have three wads to load (Doom Classic Complete, and the two Final Doom episodes).
When I try to run Classic Complete, I get this error
Script error, "doom_complete.pk3:cvarinfo.txt" line 1:
cvar 'ws_finaldoom_texswap' already exists
EDIT: Tried this on my work computer this morning to see if it's a computer thing. That one doesn't even bring up the dialog box for multiple iwads, it just fails with the same error message as above. I even tried downloading a fresh copy of GZDoom to make sure I didn't break anything.