Trouble installing Pulse Secure application.

Hi - I have a MacBook Air running 14.6.1. I am trying to install Pulse Secure - a VPN application - for work. I download the installer, run it, go through the installation process, it says the app is successfully installed and then it's nowhere to be found on my laptop. I've re-tried multiple times, restarted etc. done all the usual troubleshooting.

The only thing that's weird is that it never gives me the option to select the Destination during installation - it skips right over that part. So I don't know where it's put it, but it's not in the Application folder and when I do a search it's not found on my computer. Any ideas?