Not trying to break any logic or whatever here, but by you running any exe, those things can be installed. The difference is here that we sell video games and are dependent on those sales to make a living. Putting something inside our products outside of the intended use case is basically the stupidest thing we can do.
The installer is to assist with the ease of installation of our products, since windows are moving more and more towards a future where zips and folders look identical and running an exe from a zip leads to issues the installer makes the lives of all customers easier. You can always look into the source code we use for our installer tool, it's called NSIS and it's an open-source piece of tech that has been in use since 2006. It is about as lightweight and clean-cut as they come.