Does anyone here have experience with Game Extractor?

[ikskoks]

Here this file clearly has the BM in its data, but if I try to convert it to BMP it doesn't work.

If you want to convert it manually like this, you need to make sure that "BM" is the first two bytes of the file.
So if you open file in hex editor, you need to remove everyting that is before "BM" to make it work.