These webarchives were on the NAS with ext4. This seems to be a consistent problem. The webarchives are consistently failing. Or about maybe a third of them are failing.
However, what's interesting is that if I copy them to the Mac, they seem to copy, but they actually don't. Big Sur doesn't give a warning either.
I noticed this as I'm migrating some NAS files (particularly Mac ones) back to the Mac because of these sorts of issues. I've been copying over the directories to a Mac APFS drive and then comparing the original directory on the NAS vs the copied directory on the Mac drive.
One particular directory I copied over had a discrepancy of a couple hundred files amounting to almost 0.5 GB worth of data. Alarmed, I started going through every single subdirectory, a tedious process but I did it for the peace of mind. Eventually I came across one subdirectory which represented the bulk of the discrepancy, and yep, it was full of webarchives. I tried copying a few of them over, and Big Sur would start the copy process but then it would just not finish, and would give no warning. Luckily it's not an important batch of webarchives so I just won't bother bringing them over, esp. since many (if not all) of them appear to be corrupted somehow. Weirdly enough though, many of them did transfer over fine.
The webarchives that I could transfer over still give me that error message if I try to read them in Safari, but I found a workaround (other than using an old Mac). If I try to open them in TextEdit, it says I shouldn't but nonetheless gives me the option to open them. If I do first open a webarchive in TextEdit and then close it again, then afterwards it usually will open normally in Big Sur's Safari.
BTW, I was running out of space on my iMac because of the Photos application.
The Photos Library won't work on my ext4 NAS so I put it on a USB-C SSD. I got a big enough drive not just for the Photos Library but also to re-house all my other main files back on the Mac. I now have 3 TB of SSD goodness on my Mac, with 1 TB internal SSD and 2 TB in a USB-C 3.1 Gen 2 SSD. I ran benchmarks on the drive in the thread I linked to above.