Pretty much every other coin I've played with has a single executable that starts / runs the wallet or an executable like BTC that installs a wallet that can then be run.
The windows wallet should run without those extra dll files.
It might give an error at first launch, but it should run.
Those added dll files are to ensure that every windows user can run the wallet, even on older platforms prior to Windows 7.
Think about virtual machines etc.
It depends if your system already has the needed libraries.
If you already have wallets running, it will.
On fresh systems like a VM it won't without the dll files