couple things add up to slow initial start of the installer :
1. Your server is undersized for running bI4.1 - 16gb is minimum required, 32 recommended (and not even mentioning CPU here)
2. If you just click on the exe you downloaded - it has to extract actual install files first into your temp location and only after that it will run setup.exe
so, if you have slow disk I/O and most VM's do - majority of time will be spent there.
3. antivirus - makes everything slow
4. did I mentioned the disk I/O ? try to copy 100mb file from one directory to another on your server and time it, then try the same on your home desktop machine or laptop... see the difference.
5. When installing any addons or patches to BI platform, ensure you stop all BOE sevices, except CMS/FRS.