Unless implementing an off-line download would be easy or without too much work, I wouldn't push for it, unless other people speak up and really want it. If it would take substantial work and not very many people want it then it probably wouldn't be worth it, and it would be better to leave it on-line as it is.
Just my personal viewpoint, although Mattn would of course make such a decision.
Myself I don't have a problem using the on-line version, but for passing around test binary installers I'd think it would be nice to include such files with the source code in the installers. That way if someone downloads test installer revision "X" and finds an issue that hasn't yet been fixed in the SVN, they have all that they need included to submit a patch.