A lot of OS X apps are installed by dragging the app to /Applications, no installer involved, it may be one of the reasons.
For things that require changing system components, other apps etc. there is a normal install wizard.
I wish other operating systems did it that way. It's very convenient.
My current project I'm working on links against the standard Cocoa frameworks, zlib, Core Audio, Audio Unit framework and the Accelerate framework. Yet the Frameworks directory in the app bundle is empty.
Some apps however come with an installer, but that's for apps that do more (e.g. need to install drivers, etc.). However, it's Apple's own installer which I think is provided by Xcode. So, no way to mess with it and install crappy things.