As to now whenever you install Jenkins on Windows through the MSI installer, the jenkins.xml file (which configures the Windows service) is copied to the specified location without checking for its existence.
If the installation is done over an already installed Jenkins, this file is overwritten, resulting in the user loosing any possible customization on it.
This file needs to be copied on each installation, as it might change from one version to another version, but a backup of the previous file could be performed so that the user at least does not loose the changes.
Improvement
Minor