Lately, more and more apps seem to use a .pkg package installer instead for distribution. This makes the whole process unnecessarily complicated and, on top of it, it asks for your Administrator password every time you want to install an app.
No regular app or game should ask you for Administrator privileges! This video tutorial will show you the step-by-step procedure on how to install most .pkg package files without having to give them your Administrator password:
Install .PKG without Admin password (macOS)
If you have any questions about the procedure, please feel free to contact me.