When running the setup.exe installer on Windows that has the Windows Firewall disabled, the installer makes some progress but then rolls itself back and then presents the user with a dialog that says: "The Setup Wizard ended prematurely" without any indication as to the cause.
In my case, the Windows Firewall is disabled because the firewall functionality is taken over by third-party software (which is a component of the local AntiVirus software.)
If it weren't for someone else that had the same problem here:
I wouldn't have had any idea where to start troubleshooting this problem.
Don't see an appropriate component for this bug (e.g. Windows Installer, MSI, WIX), using "all-changes" as a wild guess.