NW.js does provide a native EXE, in the sense there's a .exe file you double click and it runs.
If you need a small file size is publishing to the web really not an option? That is also much easier to distribute and skips any install process, so is much more likely to reach lots of players. Normally people want a desktop app to publish to a store like Steam where 50GB+ game downloads are common, so a game in the region of 100-200MB is actually comparatively tiny there.