You can define 2 different product configurations and build it two different ways for your user stories.
Alternatively, you can build it as an EXE and provide instructions to your customers on how to decompose the EXE into it's prereqs and MSI for their own uses. I've worked in Enterprise IT shops where we want tools like SCCM to chain the packages together and it's common knowledge how to achieve this when then vendor provides a self extracting exe driven MSI.