Yes, that error is seriously annoying.
Malwarebytes support forum people seem to have no idea as to what causes it either. All they do is feebly tell you stock answer No. 25 - to run some invasive software that looks all over your system and then you send them the resulting report(s).
Like that's going to happen.-IainB
FRST, I've run it, looked over the output, removed a couple of lines that would have no bearing on MBAM installation (programs that have no services and leave no trace outside their dir tree), and sent it to them. Rest of the output is fairly standard for any system.
Never heard back from them last year, don't expect to hear back from them this year.
Instead of asking you to send stuff it would be more helpful to tell you what could be the cause of the install failing at that particular point.
eg. Is it because their installer is badly written and can't cope with running from an exFAT RAM drive?
ADDENDUM: Well there you go, thought I'd check the forum for a reply and guess what, my example is correct. MBAM can't cope with being installed from a RAM drive. Sheesh, why couldn't they mention this last year?