SQL Server Express can not install to a compressed drive

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If you're trying to install VS to a compressed drive, SQL Server Express will fail.  Unfortunately, VS doesn't tell you much when SQL Server Express failed.

If you try launching SQL Server Express by itself, it'll display the following message:

MS SQL Express cannot install to a compressed folder - either uncompress the folder or choose a new location.  

To work around this, simply try installing VS (or SQL Server Express) to an uncompressed folder or drive.