Nano server (variant of Server 2016) which has no UI component at all has adopted the appx for Windows Server apps (WSA) so I'd imagine the tooling will improve there.
The kind of tried it years ago by not including setup projects in visual studio (MS Developers think publishing directly from VS is a good idea), the problem was there wasn't a better alternative.
I didn't mind NSIS (nullsoft of winamp fame), but it was weird to say the least. Install scripts were a high level, domain specefic variant of assembly...
Though you can also build one with a text editor and command line: https://blogs.technet.microsoft.com/nanoserver/2015/11/19/ha...