Why the installer must be "run as administrator"

[DaveR]

That would imply that there are some issues with your Windows installation. What version of Windows are you using?

See:

2020 Pro Installation keeps failing

Installing using the MSI version can get around the C++ download issues. Try this file: https://www.sketchup.com/sketchup/2020/SketchUpPro-msi

And later in the same thread:

2020 Pro Installation keeps failing

this cannot be patched because this is the way how setup routines do work. Simply download the redistribution installer of the required MS VC++ 2015 runtime library and install separately, afterwards try installing SUP 2020, both of them by “right-click > Run as Admin”.