Package management in Windows ... surely you must be joking.
Having an all encompassing .app folder is simpler, and makes it easier for the user to delete stuff they no longer need/want without it spewing files all over the hard drive. DMG is just a disk image, just like Zip it allows you to contain multiple files and compress them. Not only that, but it keeps everything in tact such as symlinks, permissions and fun stuff so that when the user drags the .app to their Applications folder they have a self-contained functioning application.
Not all apps are self-contained. There are plugins, drivers, extensions to the OS etc... That's why having an install script/uninstall script that the OS can reference from one place is useful. Lots of install scripts also have repair functions, as well as options to modify the installation. Which is why having a my software control panel is useful.
Having an all encompassing .app folder is simpler, and makes it easier for the user to delete stuff they no longer need/want without it spewing files all over the hard drive. DMG is just a disk image, just like Zip it allows you to contain multiple files and compress them. Not only that, but it keeps everything in tact such as symlinks, permissions and fun stuff so that when the user drags the .app to their Applications folder they have a self-contained functioning application.