The file has probably been removed.
Windows executable installers often 'wrap' the .msi package inside them, so the process of running the xog.exe is both an extract and installation of that package.
Windows also keeps a reference to the .msi in future for uninstallation or even the 'change/repair' features that are optionally available. These can often end up in various 'temp' locations on the disks, here's an old and random one for example off my machine:
C:\Users\darni01\AppData\Local\{32A3A4F2-B792-11D6-A78A-00B0D0150150}>dir
Volume in drive C has no label.
Volume Serial Number is E28D-6B14
Directory of C:\Users\darni01\AppData\Local\{32A3A4F2-B792-11D6-A78A-00B0D0150150}
12/03/2013 10:29 <DIR> .
12/03/2013 10:29 <DIR> ..
12/03/2013 10:29 3,584 1033.MST
12/03/2013 10:29 53,810,176 J2SE Development Kit 5.0 Update 15.msi
2 File(s) 53,813,760 bytes
2 Dir(s) 8,045,432,832 bytes free
C:\Users\darni01\AppData\Local\{32A3A4F2-B792-11D6-A78A-00B0D0150150}>
Disk cleaners, previous problems trying to uninstall the package(s), having to drop/replace domain user profiles on the machine, and many other issues can result in these files getting lost.
In the case of XOG, it's not a problem of significance - the XOG client is mostly self-contained to its folder and does not have complex installation dependencies, and you can also have multiple XOG clients installed side-by-side in different folders if you just take the 'cross platform' distribution of the XOG client rather than the Windows installer.
I did have a quick peek inside our installers to see if there was an easy access to an .msi file, but I could not find one sorry. I wouldn't let this hold up your upgrade though; there is no part of the process that will clash or reference this.