My system is up-to-date 10.11.6 with the latest security patch. I think the latest security patch caused this since it never happened before. I've been installing stuff the last three months until this bug appeared after the latest patch.
Until Apple fixes their bug, I have to install with potentially corrupted pkg using:
/System/Library/CoreServices/Installer.app
If you don't see the Library folder: OS X El Capitan: Library folder
I figure, as long as the source is trusted and the certificate is valid...
If a window does not open to request the pkg to run, select Open in the Installer.app File menu.
Let's see how it takes for them to respond... software quality's been going downhill for a few years.