Actually I believe that it is best to first run MC20, then exit it, and then uninstall it. While MC20 is running I would also check that it definitely not set to start either Media Server or itself with Windows, just to be sure.
This is because when you run an earlier version of MC that is not the version usually run, it will register its own version of certain files, such as filters and DLLs. The MC20 version of those files need to be registered for the MC20 uninstall to work correctly and fully.
Then just run MC21 again and it will register its own versions of those files.