HI Andrey - I researched this a bit - I even put a sniffer on my machine to see if the installation program wa reaching out to an ip to grab the ULA and perhaps that IP was blocked somehow in your environment. I did not see any such traffic leaving my machine during the install.
So I am leaning towards a possibly corrupted .exe installation package.
The installation file should be:
Size: 106 MB (111,962,104 bytes)
Size on disk: 106 MB (111,964,160 bytes)
If you want to take this to the next level:
Can you download this Microsoft checksum utility and see if you get the same hash value as i did: