I expected to see: a folder "installer", including "loader.php" and some other files and folder like res, includes... (as seen on this screenshot: hidden link)
Instead, I got: a folder with a reps.xml and many subfolders named "branches", "refactoring 2014", "tags" and "trunk", some of them with many other subfolders. They seem to contain different installer versions and there are many loader.php files...
When installing the embedded theme wordpress therefore does not find the "loader.php" (there is none in the folder "installer" but several in the mentioned subfolders...)
But as I mentioned above, what i get in result is a package (folder name: installer), that contains several subfolders (branches, refactoring2014, tags, trunk) which contain similar content. It seem as if the Installer comes in different versions for different purposes or something like that (see the attached screenshot).