The LW installer is the one the LW devs made & uses its own installer software. I'm not sure what kind of changes are made to the system during the install process to do a self-contained installer; for example, registry changes. I believe File_Girl knows but she's rarely around.

Interesting point though, I could try working on one so it's an all in one installer simply with options during the install process. I suspect it sounds easier than it really is. I know it previously crossed my mind at some point.

As for the download sites' promotional downloads, try to ignore those. None of them are compulsory & you simply need to find the correct download button on the site's web page.