I'm experiencing a similar issue.
A workaround is to close Joplin manually. On Windows, this can be done by right-clicking on the "Joplin" icon in the taskbar and clicking "Quit".
I'm attaching a screen recording that shows:
- Opening the Joplin installer.
- Encountering the "Joplin cannot be closed" warning.
- Closing Joplin manually with right-click > quit from the system tray:
Edit: I've created an issue on GitHub.