Message 296638 - Python tracker

Issue 27888 switched to using WiX CAQuietExec task to hide the console, but it also changed the action flags to no longer include msidbCustomActionTypeNoImpersonate (2048). Without this flag, the installer impersonates the user for these custom actions: UpdatePip, RemovePip, CompilePyc, CompilePyo, CompileGrammar. 

As a workaround, run the .msi from an elevated command prompt. In this case, I also recommend enabling the option to pre-compile the standard library.