-1 to this idea.
Please do not enforce further auto-packaging of the EXE for everyone using C2 ;-(
You can achieve such effect with some external exe compressing tools, I believe. Or with any installer - INNO setup, NULLsoft installer etc.
The way NWKit works right now, is - from my perspective - really comfortable - you can unpack the package.nw (which is a ZIP file anyway) and have direct R/W access to your assets at runtime, without any issues.
Does it matter? It does when you have 300Mb+ of audio/images. Running the app with a compressed set of assets adds a big couple of seconds to the startup time - annoying on slower machines. And much easier with updates, at least at dev stage.