I'm not sure if you guys are familiar with Pokki. You can wrap your HTML5 games in an EXE right now with Pokki. That is what Pokki does.
Here are a couple awesome and addicting HTML5 games wrapped in EXE:
The other nice thing about Pokki is that you get included in the Pokki store so users then get one click access to your games. pokki.com
There are some other cool things like desktop notifications and badges to bring users back into the game as well.
I obviously work for Pokki, so please keep that in mind with the shameless plug above, but I was seeing a lot of interest in wrapping HTML5 in EXE and that is what we do!
feel free to ping me if you have any questions. email@example.com