Installation vs. Zip & Dependencies?

With NVil there's always something you'd have to install first, before getting it to work. For example the SlimDX (before that, it was some other runtime). Is it, because it's distributed as a zip package? I know someone suggested once that it should be distributed as such. What's the advvantage of that compared to an installation?
And I'm wondering if it wouldn't be more convenient if an installation would also install the dependencies.

Or would it be possible to avoid these dependencies? For example by switching to OpenGL rendering? I'm not an expert on this, unfortunately.
Can someone (preferably IStonia) shed some light on this?