You can't bring assumptions why that is not supported here
Those are not assumptions.
In the past, this would simply NOT work on Windows.
That may or may not have been our (fpc/Lazarus) fault, or a limitation of the toolchain used (in the state it was back then), but nevertheless it was a real problem.
I haven't used the installer myself for a long time, I build Lazarus from sources, so I'm not sure wether the current restriction in the Windows installer is still correct.
I hope that you can appreciate that the Lazarus team needs to be absolutely sure all those problems from the past are definitively gone, before we lift that restriction from the installer.
From our point of view it would be a nightmare if users start installing in e.g. C:\Program Files\ and then they suddenly cannot install components or cannot rebuild the IDE anymore.
Please realize that we have limited resources (developers), and this seems not te be high on anyones priority list...
You are not a programmer, that is not your professional occupation
I know, but thank you very much for reminding me

Bart