We should be able to make it so that you can specify the directory, but it's a difficult question of UX there. When installing it elsewhere, the .mod file must be edited, as it is just installed, not generated. Making it too easy to change that and have the install not work for most people, especially those not interesting in messing with configuration files, makes it less than simple.
Running the executable on command line with the /DIR="C\test" or wherever you want will make it display the window to choose a location.
We can edit it to place the mod file smarter, such as recognize it needs to go to X:\Program Files\Common Files\Autodesk Shared\Modules\Maya\2019 if the system is configured that way vs always C:\Program Files\Common Files\Autodesk Shared\Modules\Maya\2019