Well I could be wrong but I think xarchiver used to download everything you would need to unarchive rar and zip files, but now I think it is strictly the front-end for unzip and unrar. So you have to download unzip and unrar separately. Secondly, for programs that need roms like tiemu the maker legally can't just package them in with the program. I also think that since we are getting these programs for free, some hassle in installing them is a more than ok tradeoff.