Hi Kiat,
Generally, the installer requires the admin privilege to run so in that case it ensures the privilege to download the files to any directory selected.
We are thinking of improving the installer so we are hoping you can help us reproduce this issue locally to make sure the change we make can fix this properly and to also verify the fix locally. Can you provide some information like how are the privilege of this folder is delegated? Why didn't it have sufficient privilege to download files to this folder even though you already ran it as admin?
If these questions are not related to the cause of the issue, please advise otherwise. Thanks in advance!