Why does the package go for Self Healing first time the user launches the Application?

If the package is containing some HKCU entries then the package will always go for self healing for the first time. This happens because the HKCU keys are only installed for the current user present while installing the package and not all the users as it is the property of the HKCU. So, if other user logs in then there is a mismatch between the current system state and the value specified in the MSI package (e.g., a key file is missing), then the related feature is re-installed. This is called the Self Healing.