I'm leaning more towards a MICROSOFT issue. There are frequent times when, for reasons known ONLY to Microsoft it seems, a window will open BEHIND the active window on whichever of the three displays I'm using.
In this case, SSMS2012 was open on the center display. While waiting for the download to complete, I interacted with pages in Chrome on the left display. Upon completion of the download, the installer window posted to the LEFT display, BEHIND Chrome, but did NOT register an open window on any of the task bars on any of the displays! I only found the "missing installer" when I closed Chrome down because SSDT "lost" the color picker for a report cell BEHIND the main window and there's no way on earth (known to me, at least) to get that dialog front and center! Minimize via Task Manager then Switch-to at least makes SSDT active again - close and reboot is the ONLY solution to the "hiding window issue" with W-8 that I'm aware of.
It would be great if the Red Gate installer forced itself to the front of the same display as the download was visible upon... Any chance of that, please?
Shy of that, I think this can be closed as "dumb Microsoft error", NOT a Red Gate bug...