Why make Dolphin now install instead of being a self-extracting archive?

[Shonumi]

Only the stable 4.0 and 4.0.1 builds have installers iirc. Using the latest development revision, you get a folder you can extract. If you already have Dolphin folders set up in My Documents, you can just run Dolphin from that extracted folder, and it'll use your settings without requiring any additional work on your part.