[Phanx]

It's only on the "install" part, not the "activate bonus features" part, but the original code only did anything with the UIParent for the "install" part.

@Mayron:
Try making the following substitions:

UIParent:Hide() -> UIParent:SetAlpha(0)

UIParent:Show() -> UIParent:SetAlpha(1)

That may avoid any taint problems, as well as the unwanted re-showing with the Esc key.

It also occurred to me that your dialogs should hide themselves if the player enters combat, and re-show after combat ends. You can add that by changing this part:

EventFrame:RegisterEvent("PLAYER_LOGIN")
EventFrame:SetScript("OnEvent", function(self, event, ...)
	self:UnregisterAllEvents()
	self:SetScript("OnEvent", nil)

	if MUI_INSTALLED then
		return
	end

	local setupMode = "setup"

	local AceAddon = LibStub("AceAddon-3.0")
	for _, addon in pairs(ADDONS) do
		addon = AceAddon:GetAddon(addon, true) or _G[addon]
		if type(addon) == "table" and type(addon.db) == "table" and type(addon.db.GetCurrentProfile) == "function" and addon.db:GetCurrentProfile() == "MayronUI" then
			setupMode = "bonus"
			break
		end
	end

	if setupMode == "setup" then
		SetupFrame:Show()
elseif setupMode == "bonus" then
		BonusFrame:Show()
	end
end)

to this:

EventFrame:RegisterEvent("PLAYER_LOGIN")
EventFrame:SetScript("OnEvent", function(self, event, ...)
	if event == "PLAYER_LOGIN" then
		self:UnregisterEvent("PLAYER_LOGIN")

		if MUI_INSTALLED then
			return self:SetScript("OnEvent", nil)
		end

		local setupMode = "setup"

		local AceAddon = LibStub("AceAddon-3.0")
		for _, addon in pairs(ADDONS) do
			addon = AceAddon:GetAddon(addon, true) or _G[addon]
			if type(addon) == "table" and type(addon.db) == "table" and type(addon.db.GetCurrentProfile) == "function" and addon.db:GetCurrentProfile() == "MayronUI" then
				setupMode = "bonus"
				break
			end
		end

		if setupMode == "setup" then
			SetupFrame:Show()
		elseif setupMode == "bonus" then
			BonusFrame:Show()
		end

		self:RegisterEvent("PLAYER_REGEN_DISABLED")
		self:RegisterEvent("PLAYER_REGEN_ENABLED")

	elseif event == "PLAYER_REGEN_DISABLED" then
		if MayronSetupFrame:IsShown() then
			MayronSetupFrame.__wasShown = true
			MayronSetupFrame:Hide()
		end
		if MayronBonusFrame:IsShown() then
			MayronBonusFrame.__wasShown = true
			MayronBonusFrame:Hide()
		end

	else -- PLAYER_REGEN_ENABLED
		if MayronSetupFrame.__wasShown then
			MayronSetupFrame.__wasShown = nil
			MayronSetupFrame:Show()
		end
		if MayronBonusFrame.__wasShown then
			MayronBonusFrame.__wasShown = nil
			MayronBonusFrame:Show()
		end
	end
end)

And add this to both the DoSetup() and DoBonusSetup() functions, right after the <x>Frame:Hide() line:

	EventFrame:UnregisterAllEvents()
	EventFrame:SetScript("OnEvent", nil)