Try running this line in your terminal

ln -sf /usr/local/Cellar/openssl@1.1/1.1.1o/lib/libcrypto.dylib /usr/local/lib/

Most likely, any installation on Big Sur or above will face this issue.

This issue stems from the fact that PackageControl, like many programs, still relies on older versions of OpenSSL (and is not compatible newer versions of the library). The version of the library libcrypto.dylib, which is linked from OpenSSL, is the crucial factor here. This library is not something provided by Sublime. In other words, the way you install Sublime probably doesn't matter (if the app came bundled with the appropriate library, then it wouldn't matter which method you use to install it, because the regular download doesn't use an installer wizard to pull down dependencies).