I ran into this issue and found the answer -
If you have the Microsoft 365 subscription of Visio (plan 2), then go to https://portal.office.com/account#installs
If applicable you will see Visio, and a button for "Install Visio".
Clicking that downloads "OfficeSetup.exe", which is named exactly as a regular Microsoft Office Download, but it is indeed different, I opened it and Visio is now installing.