paste <(cut -d ' ' -f3-) <(basename $(echo $(ls *.bz2 | cut -d _ -f 1)))

Take the third field of each line, and combine it with the base name of each file in the list of files ending in ".bz2", separated by an underscore.
paste <(cut -d ' ' -f3-) <(basename $(echo $(ls *.bz2 | cut -d _ -f 1)))