wpegg: If you mean why are the installers broken down into several files. I believe the reason is that there is a maximum download size when downloading via http. This means that people who don't want to use the downloader (perhaps because they can't install apps, or simply don't want to) can still get hold of their games.
Why they haven't done this with Macs - perhaps it's not possible, I don't really know about mac installers.
EDIT: I'm wrong. HTTP as a standard doesn't restrict download size, but I'm pretty sure some browsers do, and that it's generally not a good idea to exceed about 1GB, if for no other reason then because one failed bit would wipe out the whole session.
I've had exactly one instance of a bad download ever that I can think of and as fate would have it that was one of the .bin files for the 2.x NWN Diamond Windows installer here.
I've downloaded huge .dmg files from here, namely both Witcher games and no issues. In fact I am currently playing the first Witcher that I downloaded from here via http in its Mac version.
That said, a failure is less painful if the files are smaller sizes of course as you mention. I probably should try out the Mac version of the GOG downloader for the error correction I'm assuming it offers but since http has been fast and trouble free I've yet to bother.