Bentley Copilot is downloaded when the user launches the tool for the first time. We want to have it fully included during Setup. (Keep in mind that in medium to large scale companies users do not have admin rights.)
Also if setup would allow it to have it installed in program files (and not localappata) we wouldn't have to setup security exceptions, as code execution from localappdata is generally not allowed. (Could make exceptions through signatures, though.)