I have logged on with Administrator user and earlier we had restrictions for internet access, just allowed software.bigfix.com, download.microsoft.com, and www.7-zip.org sites only. When we ran the task from BigFix console, the installation failed as mentioned above and so as we ran manually.
After checking the logs, we came to know it searches for go.microsoft.com to download the files and later redirects to download.microsoft.com. Then allowed access for go.microsoft.com and tried from BigFix console and it failed again. But when we tried to install manually it worked.
The download speed is very slow and it took almost 16 hours to download the setup files which is 3 GB in size. I guess it is something with the download speed because of why the action keeps on failing.
@GwyndafDavies, please post your observation on it.