Please correct me if there is a single file download to run counterparty, i.e. the wallet software.
There isn't. But as I understand developers could package node-webkit version of counterwallet quite trivially. Such a build could come from anyone really but coming from main counterparty team would be best.
I think it would be a positive thing in relation to the time it would take. People can have a strong interest to a native app on their desktop- especially electrum like lightweight clients. more than visiting website, it can feel more secure or local to them (even if the app is essentially browser window in a form) Counterparty can then market a lightweight win/osx/linux wallet being available.