Kyatric is right, if you install even to a USB stick, the installer will think you've already got it installed (it doesn't know it's a USB stick). So it will offer to uninstall the old one. This is so people upgrading from say r57 to r58 have a one-click way to uninstall the old release, then do a fresh install of the new release. However, if you're installing twice (first to a USB stick, then to your PC), you definitely don't want to uninstall the old one! That's why the prompt is there, for you to click 'no'.