That is odd, you sure you downloading an official Construct 2 setup? Which version are you trying to install?
Edited: lots of rubbish i said.... bad me bad me...
That is odd, indeed there is no folder selection, but probably cause it already detects you having a Construct version installed so it automatically picks the folder structure.
A workaround would be to just copy the entire folder "Construct 2" from C:/program files/ and put it on the usb.
Or where your program files is located.
Not sure if that will have any downsides cause the Construct program on pc creates some registry key entries... but you can carry the executable with you. and install it on the new computer is only 70 mb.