Don't ask rights for Microsoft's own installers

When I install Visual C++ 2005 express CFP doesn’t ask any rights, after that I install Microsoft Platform SK with Visual C++ express edition and again CFP doesn’t ask any rights altough it asks rights when I install other products from other vendors.
Why is this?

Probably because you have Microsoft listed as a trusted vendor under D+/common tasks/my trusted software vendors.

Why is it by default cos it is possible to alter an Microsoft installer to contain malicious file?

These files are electonically signed and verified by Microsoft, not just files claiming to come from Microsoft. Click on the “what do these settings do” on that page.