Python access denied during installation

When I try to install Python 3.8 in a Windows Server, I receive this error message:

The logs below say something related to key registry, I not sure but it's about permission to write in key registry. How can I solve it? Maybe changing Python version to 3.7?

This line here [47C8:33EC][2020-09-15T16:43:00]e000: Error 0x80070005: Failed to write run key value. it's the main point from the log below.

Log file content

[47C8:33EC][2020-09-15T16:42:59]i300: Apply begin
[47C8:33EC][2020-09-15T16:42:59]i010: Launching elevated engine process.
[47C8:33EC][2020-09-15T16:43:00]i011: Launched elevated engine process.
[47C8:33EC][2020-09-15T16:43:00]i012: Connected to elevated engine.
[3D08:1498][2020-09-15T16:43:00]i358: Pausing automatic updates.
[3D08:1498][2020-09-15T16:43:00]i359: Paused automatic updates.
[3D08:1498][2020-09-15T16:43:00]i360: Creating a system restore point.
[3D08:1498][2020-09-15T16:43:00]i362: System restore disabled, system restore point not created.
[47C8:33EC][2020-09-15T16:43:00]i370: Session begin, registration key: SOFTWARE\Microsoft\Windows\CurrentVersion\Uninstall\{06afee40-d856-48c5-8ff2-bd1c3655edca}, options: 0x4, disable resume: No
[47C8:33EC][2020-09-15T16:43:00]i320: Registering bundle dependency provider: CPython-3.8, version: 3.8.150.0
[47C8:33EC][2020-09-15T16:43:00]i371: Updating session, registration key: SOFTWARE\Microsoft\Windows\CurrentVersion\Uninstall\{06afee40-d856-48c5-8ff2-bd1c3655edca}, resume: Active, restart initiated: No, disable resume: No
[47C8:33EC][2020-09-15T16:43:00]e000: Error 0x80070005: Failed to write run key value.
[47C8:33EC][2020-09-15T16:43:00]e000: Error 0x80070005: Failed to update resume mode.
[47C8:33EC][2020-09-15T16:43:00]e000: Error 0x80070005: Failed to begin registration session.
[47C8:33EC][2020-09-15T16:43:00]e000: Error 0x80070005: Failed to register bundle.
[47C8:33EC][2020-09-15T16:43:00]i399: Apply complete, result: 0x80070005, restart: None, ba requested restart:  No

Are you using the official Python distribution?

Third party distributions can have different registration keys, and Windows may not check for those.

You can read more about it here:

PEP 514 -- Python registration in the Windows registry