I was considering this, too, mostly as a promotional measure. But, apparently like you, I was too lazy to read their documentation on how to create such portable apps. Moreover, I realized that maintaining such packages would add to the already high packaging/release workload (yet another distribution to maintain), and it would seem wrong to place this additional recurring burden on whoever does the release management (so far Softcoder has done almost all of it) mostly for the sake of promotion.
So a much much better idea is for community members to provide and maintain such a "portable app". My impression is it should be somewhat easy, so most likely quite a couple community members should be able to do this. The foundation for creating such a portable app is surely already laid by means of the separate binary and data packages listed in the
downloads table on megaglest.org.
So everybody, not unlike you, could really do this. ;-)