Installers are needed to provide a convenient way to install prerequisites, automatically copy game files to your disk (plus handling permissions) and create shortcuts to executables so it can be easily found by your operating system and the user.
If you don’t provide installers you have to provide instructions how to setup your game, how to install possible prerequisites (e.g. where to get them, how to install them) and you have to do this for every operating system you provide builds for. And then you have to support not just issues with your game but also when people having problems with manual installation.
If there are problems with setup on GOG then GOG support will handle this.
itch.io and Humble does not care if files are installers or ZIP files, they allow downloading arbitrary files from creators.
Those can be containers like .zip, .dmg etc. which need to be manually extracted/mounted,
or those can be executables/installers like .exe, .app.
Depending on the content being sold it can be anything (.pdf, .mobi etc.).
I have dozens of games from Humble providing .zip files and dozens providing .exe installers.