It's still a valid complain, but the problem is not exactly the presence or absence of a confirmation IMO, it's a deeper matter.
What causes user desensitization (I guess that's a word) is a direct result of how Windows users traditionally install software - from untrusted sources or by downloading them directly from a vendor's website then manually installing it.
UAC would be just fine if it was a rare thing to see, but because of this "download a .exe > double click > install" flow users see it all the time, which defeats the purpose of the warning. It became just another half-measure Windows has implemented.