Maybe requiring a full VM when a standalone self-contained application will do is not the winning strategy.
Seriously, the Docker image and the VM images are there to help people getting started and to quickly try out Graylog. We also offer regular OS packages in DEB and RPM formats (supporting Debian 7, Ubuntu 12.04 and 14.04, and CentOS 6) and a quick setup application (for a simple demo setup of Graylog and its dependencies). So choose your poison and be happy!