Is there really any reason to keep doing the EXE build? It just seems to be a less useful, less reliable crutch for people who, for some reason, don't want to double click on any file not extensioned with EXE. It works, at best, as well as the JAR and, more often, less well.
The Catch-22 JET EXE made sense because it was actually built differently. But that takes extra runtime files and it stopped building back in September, so it's basically useless right now.