Pro Tools First (and Pro Tool 12 and later versions) also supports Windows ASAPI audio devices, that may be a better option than ASIO4ALL. The best approach however is often just get a dedicated ASIO audio interface.
https://m.youtube.com/watch?v=tT3QSDz8k04
But yes this is a perfect example of sloppy programming by Avid, the installer should warn if it cannot find a suitable device, link to relevant documentation etc. There are many cases of cryptic errors/crashes in Pro Tools that could be avoided with some simple checking in the code and a nice human understandable warning/error. Avid seems to be a very lazy/sloppy here.