I think because you aren’t installing docker. What you’re doing at the point of that message is running the Discourse setup which relies on docker being available - it helps you to install this if it can’t find it but asks because it knows nothing about your system.
Maybe it can’t find it because it’s not installed, in which case installing is obviously the correct answer. Maybe it can’t find it because you’ve deliberately installed docker somewhere else for some reason, which isn’t in the system default PATH, in which case installing is the wrong answer. (One correct answer would be to abort the setup and run it again with PATH=/where/docker/is:$PATH ./discourse-setup)
Is it possible that you’re interpreting the repository name, discourse_docker, as being docker? It isn’t, it’s Discourse’s outer layer, the components that need to interact with docker like the setup script, launcher script, etc.