timppu: - Some files are packed (zipped), some are not, some are installers while some are files you run directly from the uncompressed package, etc.
It can be argued that if a game doesn't need any installations to run (registry entries, etc.), having an installer for it is unnecessary.
And if the game is a simple, small, single file that runs "as is" (Flash games, etc.), having it zipped or rared doesn't really add much to it's usability, but it does require using an unzip program, and even installing one, if there isn't any.
So while having a consistent way of doing things is OK, it is not necessarily preferable at all times.
For instance, I don't use the ScummVM that comes packaged with GOG games. Having the installer installing it and game shortcuts doesn't really add any value to my purchase. It only means that I need to delete unnecessary files from the target drive and shortcuts from the Start menu. What I really wanted was simply the game data files, which I can then use with my already existing ScummVM.