I tried to update STM32CubeMX yesterday to V4.20 using the built in updater (via Check Update Manager). After files were downloaded the update process started normally. Right after installation appeared to have completed I got an error message about permission problems with the installation folder, including some cryptic message about "...run CubeMX as administrator next time to terminate", or something to that extent. Not really sure what I was supposed to "terminate", just a case of poor English? At any rate, I clicked away the error message and closed everything but unfortunately could not start CubeMX at all because STM32CubeMX.exe had been deleted from C:\Program Files (x86)\STMicroelectronics\STM32Cube\STM32CubeMX\.
I had to re-download the 4.20 package and install from scratch to get going again. Even using this method the permission error message popped up again, despite that the installer is automatically elevated to administrator when started. This time I just clicked cancel and resumed using CubeMX as normal.