agreed, it feels bad but is the logical thing to do...
Also just saying about the "the file is just a .exe without other required files" part, some engines (like Godot, don't know about others but there probably are a few) let you export and embed the .pck file, making the game just a .exe and it still works. Of course if it doesn't run and give you an error that's not the case and the game really isn't playable