If you use the installer on Windows 10 and uncheck “VST” but check “VST3” (in case you only want to install the VST3 plugin, which I wanted) you can’t pick a location for the plugin and it’s unclear where it is installed.
This is part of the VST3 standard, they are installed to a default directory. See the article from Steinberg below for more details.
Thanks, I didn’t know about that since Ableton Live let’s you pick your VST3 location. It’s a feature then