Interesting!  Up until the Python 3.4.2 and 2.7.9 releases, the python.org installers for Mac operating systems were produced as old-style "bundle" installer packages and were shipped in a .dmg container.  The bundle format had long been deprecated, supplanted by the newer "flat" installer package format, but the OS X Installer app was still able to install the old bundle-style packages.  It looks like as of OS X 10.11 (El Capitan) the Installer no longer supports bundle packages.  So, if you *really* need to use one of these old, unsupported releases on OS X, the options that come to mind are:

1. use the python.org dmg on OS X 10.10.* or earlier
2. for the most recent version of Python 3.3, install from MacPorts
3. build the desired version of Python from source
4. try to convert the python.org bundle package to a flat package using the OS X pkgbuild and productbuild utilities (not for the faint of heart!)

But the best option, of course, is to use a more recent, supported version of Python 3.  In any case, good luck!