Most 3rd party applications are actually an installer script that places the contents into /opt/_APP_NAME/ or where ever the end-user requests they be placed.
The closest I'm come to mimicking Mac style on Windows to create an installer that does not actual install but extracts the contents to user's temp directory and executes the application. Needed a simple solution so the end-user just had to download and double click to run the application since they might not have admin rights to install the application.
I actually prefer the MacOS style since installing and backing up applications or moving to a new computer is the same process.