We should, though. Installing a package using an MSI is worse than an EXE, as it leaves far more cruft behind if you don’t uninstall it before changing/removing the Python install.
Standalone apps should bundle everything, like pynsist or briefcase. GPO deployment should create their own MSI with everything they want in the bundle and deploy that. Perhaps someone can make an “installer” based on the py.exe launcher (which I believe supports an attached zip file) that will use pip and a local/embedded wheel.
But we should really discourage package installs that don’t support venv and/or leave cruft behind.