The executable being packed in an executable format means it has to be decompressed on each launch. If it doesn't it means it's not saving any space anyway.
I don't know what packing you're looking for, but Windows applications are typically installed with installers. An executable compressed executable goes against this; unless you want to pack installers.
Traditional file compression works well enough. People know to launch an msi or exe or read a README. Introducing non-standard tools is not necessarily a good idea, and certainly is not intuitive to users not already familiar with it.
I don't get your argument. FreeTube is nowhere near as big as Wikipedia or GitHub. Are you not using any free software?
LibreOffice, Gimp, System Informer, Nushell, Thunderbird, Firefox, Steam, this Lemmy instance, Matrix, … I don't know what to tell you. I can go through all the applications and websites I use and I'll have a hard time finding some that sell my user data.