That is most probably because PowerCLI 6.5R1 is the last one where a MSI file was needed for the installation.
From 6.5.1 (which is not 6.5R1), the PowerCLI modules are available via the PowerShell Gallery.
See also Welcome PowerCLI to the PowerShell Gallery – Install Process Updates
PS: this is a better Google search
Blog: lucd.info Twitter: @LucD22 Co-author PowerCLI Reference