I'm not convinced this is so bad. Most companies who don't want to share in-house software with other companies just keep it in-house, and the world at large never hears of it. By sharing the software with academics and hobbyists, they're at least sharing it more than the default not-at-all.
Aforge is just a collections of algorithms. It's nothing to do with building your own models. Useful nonetheless.
Seriously, how do you get all that from "uses platform-standard installer and file formats"? Besides which your assumptions seem to be answered right on the download page....
Includes the Infer.NET compiler and runtime, examples and tutorials, offline documentation, and source code for factors and distributions.
Please note that Infer.NET is downloadable for non-commercial use only; no commercial licenses are available at this time.