FYI, I just installed version 11.5, and the problem persists.
Also, another symptom I noticed is that the install process is still running in Task Manager (both msiexec.exe and my install package), even after I click the Finish button and close the installer UI.
I just want to update this thread for future users. The prerequisite download problem was caused by an Advanced Installer issue, thank you for helping us to isolate and investigate this. A fix will be available starting with version 11.6 of Advanced Installer.