Ok I’ve had this same issue and continue to have ongoing issues. I fixed the main installation issue this way:
Go to your install drive, find the WindowsApps folder. Right click->Properties-> Security->Advanced. You will note that only the so-called ‘trusted installer’ has permissions as well as system, but NOT YOU! Edit the ownership of the folder, make it you or your local administrator so you can change security settings. Apply, close the properties window. Right click again->Properties->Security->Advanced and make your user have everything but full control. Apply and close. Now run through the installation again. You will see the download actually begin. Mine made it all the way through the download, and so-called installation. When I launch the game however I now get the error:
“InitStoragePoints
Unable to Setup storagePoint ‘MY GAMES’
Result = Unable to Create Directory”
I have not begun to troubleshoot this new error yet as frankly I’m rather disgusted with this whole ■■■■ thing. I think at this point I might just want my money back, which is a fantastic shame because I’ve loved AOE for years, and then MS goes and buys it and ruins it. If you want a good replacement, it’s still in development, but it plays, it’s called 0AD (Zero A.D.)