That's not encouraging... Hopefully someone from Emsi will come along and explain.
It seems to me that there's three issues: first, whether or not with 'Paranoid' being set, files are being scanned as they are downloaded. I'd certainly have hoped so; if not we need an "even more Paranoid" setting...
Secondly (if files are being scanned on download): why is a scan-on-download not making the same detection as a custom scan later on? Downloading files is surely the main way that most of us get potential malware, so a scan then should be as thorough/rigorous as possible.
Thirdly, the Behaviour Blocker's behaviour. If all you've let the installer do is start & display its splash screen then it probably hasn't yet done anything that the blocker would think is suspicious, so no BB alert is fair enough. (I'm not suggesting you should let it do more if you think it is dodgy.) I don't think/know that the fact that the installer is running with Admin privilege is relevant. I /hope/ that malicious softare running under Admin auth is blocked when it actually does do something dodgy.