I found a solution however.
If no gksudo, it ought to be created gksudo.
It ought to be created gksudo, with alias in shell, instead of shell alias.
I created executable gksudo in /usr/bin with following context:
pkexec env DISPLAY=:0 XAUTHORITY=/run/user/1000/gdm/Xauthority DBUS_SESSION_BUS_ADDRESS=unix:path=/run/user/1000/bus $1 $2 $3 $4 $5 $6 $7 $8 $9 $10
After I simply ran installer as it actually is gksudo.
However it later came troubles with compliance that replacement does not understand option -D, the same, I afraid, would be with offered shell alias.