A bug in the version of Advanced Installer used to package ServiceControl, ServiceInsight and ServicePulse can leave the self extractor running after the MSI installation is complete.
This only happens if a log file is specified on the command line, which is always the case when the installation is run through the Platform Installer. See Particular/PlatformInstaller#202
To rectify this we need to do a release packaged with a later Advanced Installer version