It's not unwanted. Not automatically elevating would break older installers written in a pre-Vista era, or written by developers who don't bother embedding a manifest telling Windows that it requires elevation. Imagine being a user upgrading from XP to Vista/7 and finding that all their old programs no longer install as they fail to write to Program Files -- something that you could get away with in older versions of Windows where people used admin privileges for everything. And yet that very problem would go away for almost everyone, everywhere, by simply elevating programs named setup or install. Seems like a perfectly sane way to make things backwards compatible.