I can't deny that that's true.
It's inconvenient too, as nothing in this house runs Windows right now, and extracting custom fancy EXEs* can get annoying.
(*: Most archivers can reopen the EXEs they create as par the course, and there are lots of extractors and unpackers out there, but I vaguely remember a few incidents where I wanted to extract an executable archive/installer of some kind and couldn't. In some cases pushing the EXE through Wine worked.)