If the install button doesn't work, this is what worked for me.
-Leave the unpacking/installation process and dialog active, even if the button doesnt work: do not close it or unmount the image.
-Open Finder, then use the Go to folder promt to go /private/var/
-Search for "fctupdate"
-When it is found, open the folder and run the forticlient.dmg from there.
I managed to install the FortiClient this way, but sadly it didn't allow me to connect properly anymore, resulting a -104 error. But that is another issue. We just changed to macOS VPN connection after some hours of frustration...