Just out of curiosity, why install vCenter 6.5 on Windows rather than deploy another vCSA like you have in your lab?
Good question. Because I prefer to keep things simple, I am going to need to install View Composer and don't want stand-alone server for that, will be more things to manage for a small deployment.
I solved the issue. But not sure about the root cause.
I delete and create a new VM for vCenter, this time installed .NET 3.5 first, before installing SQL client. Also, change the vCenter database size from 8M to 10M. Just did that.