You don't know what you're talking about, do you? The .zip file contain Electrum source code, not .exe/.msi installer
It's actually an installer for windows OS but to be able to install it you need a python installed in your PC.
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While it could be seen that way, i'm sure people who only use windows OS disagree. Besides, open command prompt/powershell & write an command is enough to annoy regular users.
I also don't see the point building from source on Windows when multiple version for Windows already available.