Actually it does allow the write of MBAM.exe but deletes it shortly after.
I was in a situation where I didn't have any copies of the newest version and had to clean this machine...I was able to move the mabam.exe from the directory right after the installer created it there, then move it back to the directory after the install. Apparently it only deletes it while the installer is running.
Now I keep a copy of the new versions on a keychain drive just to avoid this.
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