Did you install the KB5000871 via cmd?
If not, please open cmd and Run as administrator to install the security update as mentioned in this document:
Description of the security update for Microsoft Exchange Server 2019, 2016, and 2013: March 2, 2021 (KB5000871)
If the problem persists, please follow the link below to turn on the logging support and see if the detailed message will be logged in the log file.
Enable Windows Installer logging
If the response is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.