For GUI things, I prefer a nice installer that will place the files in a sensible location (Program Files) and that will give me a shortcut in the Start Menu, I don't need a single file - and I suppose most users are likely to misplace the single executable or keep it in the Downloads folder forever.

Also, what counts as a single file? You can ship a (modern) C# app as a single-file executable. It will be hundreds of megabytes, but to the user, it's just a single file.