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I guess you are running the installer with sudo in a default (wayland) graphical session. For security+safety reasons, wayland does not allow its client windows (including XWayland windows) to be run as root. It looks to me like this installer is running pretty dangerous code: Why would you want to run a Java GUI application as root?

Florian's answer on a more general question provides two possible workaround, the other answers provide more info on that issue.