The reason I don't do this is because the installer does several things that require admin permissions in addition to copying the game files:
- It installs the .NET Framework. Many people don't already have the correct version of this installed.
- It installs some DirectX components that don't come with WIndows by default.
- It "optimizes" the game specifically for your computer. This step is optional and the game is still playable without it just fine, but you may notice slightly worse performance.
For these reasons, I've decided that it's probably not worth the trouble of maintaining and supporting (assisting everyone who doesn't already have #1 or #2 installed, which is most people) a .zip version.