Should i have run the installer on a different Windows server?
Yes, the installer has to run on another system (not necessarily a server, can also be a PC).
Since the vCenter Server's identity (hostname, IP address, ad account, ...) is migrated, the installer needs to shutdown the old vCenter Server prior to powering on the vCSA with the migrated identity. The Migration Assistant is only required for the step in which data is retrieved from the original system.
André
PS: Discussion moved from tech support to vCenter™ Server