Yes, normally the BESClient executes processes using the LocalSystem account and cannot interact with the user’s desktop.
You can use ‘override’ commands to execute commands as the logged-on user, and to display the running window, but there are some other considerations to take into account there. For instance, both the installation source files and the running script need to be copied to a location the user can access (by default only Administrators have access to the ‘BES Client’ directory).
I summarized some of this in a Tip a few weeks ago, have a look at Tip - Action Override User settings for options to get started.