Maybe they purposefully make it so that you can't distribute it... So they can track downloads and such?

Yeah, it's pretty stupid if it's not something that you might need all the components for (like DirectX for example).

Oh, there's also your system not supporting it, so if you download the whole package, you wasted more time than if you just download the web installer. Or if the installer is different for different systems. But only a retard will download the wrong software package anyway (like download the XP version when they got Vista, or Mac), so that's not really that much of an excuse. Retard-friendly installer?

I don't like web installers much either.