Why users have to rename anything? Do they have to rename .exes or .msi?

In early '00s, there surely were apps made and distributed as .hta files. Not much as .exes, of course, because even with ActiveX, DHTML was quite limited.

Heck, when I was in school, me and a buddy wrote a desktop web chat client using that tech (we wanted fancy text formatting and image posting that "official" webchat page hadn't, but we had - because it server lacked proper HTML sanitization, lol)