I get the fact that an MSI is not a direct run, but what the hell.
Can't you somehow keep the security theater semantics the same for the sake of the end users?
Come on Microsoft. Think of the chilren^esc^dw oops - users. - yes I use vi. - yes, I said chilren :-)
Here is a fix from Source Code Store: http://www.sourcecodestore.com/Article.aspx?ID=10
Here is what Source Code Store.com found to add msi as right click installable (hint: make a reg file):
[HKEY_CLASSES_ROOT\Msi.Package\shell\runas] @="Install &As Administrator..." [HKEY_CLASSES_ROOT\Msi.Package\shell\runas\command] @="msiexec /i \"%1\""