In fact this solution seems to work so well that I would like to make it an answer rather than a comment to help those who suffer from this problem. I am using ssh to connect a remote machine, and on the remote machine I am root.
- Turn on X11-forwarding to have remote display. This is a must if you do not want to install without GUI (where I tried for 15 mins to look for the so-called "File installation key" and gave up). Then ssh -Y or ssh -X to the remote machine.
- Install by directly running "install_unix_legacy". For me it is located at MATLAB2020a/bin/glnxa64/install_unix_legacy, but it may be different for you if you are using different architectures/operating systems.
- If 2 does not work, try runing "install_unix".
- Now a window for installation should pop up. Cheers!
I did not delete any of the files mentioned by the other answers. If you want to try, remember to delete not only the indicated files, but also their symbolic links in the same directory.