Only if they are unknown. You can click 'don't isolate again' (then restart the installer) if you want to install something that is unknown. (Sometimes it isolates the programs even if you click not to isolate them again, in which case, you would need to temporarily disable Defence+ or temporarily enable automatically run installers and updaters and run them outside of the sandbox.)
All the "automatically detect installers and run them out side the sandbox" option does is give you the pop up saying this program is requesting unlimited access to the computer then you can allow block or sandbox it from there. What is the point like Heffed said jumping through hoops canceling the install and starting it again.