Just to clarify what I mean, Construct 0.x exports purely to a single .exe file.
However, the main problem with this method of export is that for updates, patches, etc. you would need to update the entire thing, which is even more problematic and time-consuming for the end user if the game is large. It's only a good idea if the game is small. Otherwise, the whole export should be split into multiple files and folders, methinks.