There are thousands of demo's, starter games and prototypes. These games are short, and it takes longer to download them, tell Windows they're okay to play, find the executable etc. than it takes to play the game. I no longer download those types of games, the effort isn't worth the result. But I will play those types of games if they're browser games, because I don't have the hassle factor.
Longer games (3+ hours of game play), and games that save your progress along the way are better downloadable.