> Mostly out of curiosity, why is that?

Primarily because it's not implemented. To implement it, you
would need to collect all Python installations on the system
from the registry, then create a UI to let the user select
a specific installation, then use that. Collecting all Python
versions is fairly difficult to do with standard MSI actions.

In addition, a common use case is that MSI installation works
unattended (no UI), in which case you would also have to make
a choice of default version to install to (e.g. with highest
version number).

Contributions are welcome.