That may be an issue with MediaWiki, moreso than with DH. WordPress is the same way. Basically "One-click install" means that DH will place the software and set up the database, database user, database host, and database password for you. But the software itself still needs to be unpackaged and configured.
Actually, the trend at DH has been to offer fewer one-clicks over time. They use to offer a lot more. But, you can install pretty much anything via FTP, and a more limited subset of software via the command line (as long as don't need sudo).