LDAP Administrator 3.X uses MSXML version 4.0 for which, Microsoft provides so called 'merge modules' - a thing that can be embedded into 3rd party installers.
For version 2008 we had to switch to MSXML 6 (we wanted 64-bit support). Microsoft does not offer merge modules for MSXML 6, so we cannot install it automatically.
Download page suggests that MSXML 6 has to be installed separately.