KB ID 0001397
Problem
During the Exchange 2016 Setup Readiness Checks;
The Windows component Server-Gui-Mgmt-Infra isn’t installed on this computer and needs to be installed before Exchange Setup can begin
Solution
This is a known problem when installing Exchange 2016 on Server 2016, and was fixed in Exchange 2016 (Cumulative Update number 4). You are probably installing Exchange 2016 from the RTM media, (downloaded from Microsoft.)
You need to download a newer version of the Exchange 2016, install media, CU4 or newer. Use the following link;
Note: The update, is the full install media, (It might just look smaller, because it does not have every language pack in it!)
Related Articles, References, Credits, or External Links
NA
This happens installing Exchange 2016 CU21 onto Windows Server 2019
same for CU22