No, I think it’s more a permission issue.
You don’t have to run ZBrush as an adminstrator, just run it like usual (not an administrator), then do again a path to Photoshop, then after selecting the good path, GoZ ask for the install in Photoshop. Your system should prompt for an admin permission, right (please confirm)? You have to accept.
Then do you have this error message when you accept?
Or then, do a manual install for Photoshop
Download again GoZ, check in the Pixologic/GoZApps/Photoshop folder, you will find these two files.
Then go in your Photoshop application folder, then Plug-ins and see if you have a GoZ folder.
If not, create it and copy the GoZPlugIn64.8li inside or the other .8li if you are running a 32 bits system.