that's mean you need to upgrade your epo to patch 2, read the product guide it's onlu compatible with epo 4.6 p2
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EPO 4.6 Patch 2 is needed for Move AV 2.5.
Thank you both rfreiha and Troja.
I actually have figured out the same root cause last night.
Since I was testing Move AV, I followed McAfee's links and downloaded the trial version of the ePO setup file. Unfortunately, it's Version 4.6.0, which caused the issue of installing the Agentless Extension.
I managed to get the 4.6.2 installation file and had the extension installed without any error.