MSI disguising as an EXE file

Hi,

I'm trying to make a package for Adobe Connect using the MSI, but my issue is, is there a workaround for it not installing in AppData / Roaming, because it is quite clear it does not install properly as an application should, as the MSI installs in the Program Files, under Adobe. But when you look, it is just the EXE file disguising as an MSI.

I don't have much experience with Adobe, therefore I don't know if this can be done.