That only tells me your games aren't complex enough to require an installation procedure.
I never thought about this until now. The Java games I developed never need the installation treatment.
What happens if you want someone to play your game in Windows, and want your program installed in Program Files, with a Start-> programs menu, a desktop icon, and an uninstaller, wouldn't that need a dedicated installation procedure? Regardless of your game being made in Java, C or Haskell?
I developed a rpg in Java and it could be played fine without installation.
It seems to be a minor issue in terms of time if I wanted the user to go to the start menu to find my games when it could quickly be played after downloading the game to the desktop.