I remember software, tools and some games shipping like this forever, typically they have a "portable" label slapped on them, bet you can find Windows software/games still shipped like this today, if you look for "-portable" or "-archive" rather than "installer".
One quick example, offers an installer or a ZIP archive, the "installation process" for the ZIP archive is basically "copy files out from archive && ./executable", installer does a bunch of other stuff: https://www.openttd.org/downloads/openttd-releases/latest
Yes, but that was never really a default. Even DOS software came with installers and messed with AUTEXEC.