It's the subtle differences in OS X that give satisfaction in not using a Microsoft OS. Apple has adopted a "disk image" mentality to provide a method for distributing software. Which, in itself, is not a new concept, but... this is Apple.
The obvious advantage, of course is that the users associate a disk image with, say, an external drive, CD, floppy disk, hard drive, etc... so there's some familiarity in dealing with it from the user end. They are put on the desktop like any other media and they can be ejected (unmounted) when no longer needed and when "installing" software, one just copiess information from the mounted disk image to the local drive, most often by dragging the main bundle to the Applications fold, which is easy to do because of the shortcut in the finder toolbar.
Safari is set up to automatically mount images that are downloaded. So, there's no confusion about "where" it is, it's on your desktop, ready, waiting for you. For command line based apps, it's a matter of opening up Terminal.app and cding to /Volumes/<image name>/ for as long as the image is mounted.
Disk images are nothing new to linux, but from the user standpoint it's just a pain in the ass to deal with. Memorizing the mount command and remembering to mount it to a consistent place is not something the average user does.
In windows, it's a foreign concept.
</shameless OS X plug>