[peeters]

And to add to that, installing a .deb or an .rpm (if that's the route the software is distributed, like with Chrome) is a one-click solution (the rough equivalent to an .msi).

And if someone wants to give you simply a precompiled binary, they can do that too. Though in Linux you need to set the executable flag on it so you don't shoot yourself in the foot like you so easily can with malicious .exe files.