tar -Jcf DIY-dedicated-installer.xz /path/to/wine/bottle

Now you have a very portable, highly compressed file that is easy to move around.

File compression, for starters.

You can compress folders and entire file systems.

A dedicated installer is much easier to bring around.

For one game, maybe. For a bunch of games an automated backup that collects the entire library and save games is much more practical. There are several easy to use solutions, not to mention scripting if you want really fine grained control.