Symptoms
When you download and then try to install a Microsoft SQL Server 2014 or SQL Server 2016 CAB (.exe) package by using the Microsoft Edge web browser)in Windows 10, the package is not installed, and you receive the following error message:
Cause
This issue occurs in Microsoft Edge because you cannot save the package as you can in Internet Explorer.
For example in Internet Explorer, you can click the down-arrow on the Save button and then click Save As to save the package to a temporary location as we recommend, and then run the package.
However in Edge, no save option is provided, as in the following example:
If you click Run to run the downloaded package, a Choose Directory for Extracted Files dialog box appears. In the following example, a default path that includes the \System32 directory may be automatically populated in the Choose Directory for Extracted Files box. However, this is not a valid path for SQL Server.
If you click OK to run the package, the Setup program does not finish, and you receive the error message that's mentioned in the "Symptoms" section.
Workaround
To work around this issue, use one of the following methods.
Method 1
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After the package download process is finished, do not click Run. Instead, click Close (X) to exit the dialog box.
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Go to the Downloads folder and run the package from that location.
Method 2
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After the package download process is finished, click Run.
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In the Choose Directory for Extracted Files dialog box, change the path to a valid location for SQL Server that does not include the \System32 directory. Then, click OK.
Method 3
Use Internet Explorer to download the SQL Server installation package.
Status
We have confirmed that this is a problem in Microsoft Edge.