Windows requires many things to install most applications. You have to crate the folders for the app’s files, put the files there, make registry entries, do file associations, register the app with the install/uninstall feature, and make shortcuts. The installer does all of this.
Compare with Mac, where for most applications you just drag it to the Applications folder (or anywhere really) and run it. But some do come with installers to allow for a configurable setup.
Fun fact: In the early Mac days, people would go to a store selling Macs where they had applications like Microsoft Office running as the demo. They’d plug in a portable hard disk and drag the application over. Now they have a full copy of Microsoft Office.
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