Thanks for the input everyone, it's good to hear these opinions. Here's my comments:
Is making an EXE wrapper much more feasible than a full exporter?
Yes, it is actually, and could be relatively straightforward to do. However, I'm worried about causing confusion if we do later release a "native" EXE exporter - I anticipate a lot of users confusing it with the HTML5 "wrapper" EXE, or not being clear on the difference (it may seem obvious to experienced users, but remember Construct 2 is aimed at largely non-technical users). So I would prefer it to be an "unofficial" or third party option, not integrated with the editor. Some people posted some links a while back already - perhaps it'd be worth double checking how well those work?
is it possible to play HTML5 offline?
Someone's already confirmed you can, but I just want to link you to this tutorial on offline support which has more info.
The first thing I do when I find a good browser based game, is look for a way to download it and play it in fullscreen.
Try making a game using one of the 'fullscreen in browser' options. Then hit F11. In the top 3 major browsers, you're now playing in hardware-accelerated fullscreen. Fullscreen gaming is perfectly possible in HTML5. The main barrier is people aren't used to it - like you say you assume you need an EXE to play fullscreen, but it's perfectly possible to do it in a browser, you probably have just never hit F11 to play a fullscreen browser game before.
There's even a Fullscreen API for HTML5 in the works.
Can HTML5 support controllers/gamepads on windows/linux/mac?
Mozilla are working on a Joystick API for HTML5, which they'll probably push to have standardised. So hopefully real joystick and gamepad input (not joy2key) will be possible in HTML5 games.
Overall I think there's a big culture shift here - who expects to visit a web page and start playing a hardware-accelerated fullscreen game with shaders controlled by a gamepad which also works offline? However, it seems this will be possible in the near future. Then, remember that to download and install an EXE, the user must go through several intimidating security warnings. Added to that there's a very small but genuine risk of viruses, malware and adware whenever downloading EXEs from the web. Some non-technical users are advised simply never to download EXEs from the web as a general rule. Compare that to an ordinary web page.
HTML5 is a work in progress, but I think in the near future it will be doing a lot more than you expect!
Disclaimer: I'm still not saying we won't make an EXE exporter. HTML5 is unlikely to ever out-perform a native EXE, so there's still a solid case to make an EXE exporter for performance reasons. My main argument is that I don't think fullscreen or offline support require an EXE exporter, because HTML5 can do it already, people just don't realise.