As a short answer to your question, it's at least "harder".
It's not exactly difficult to launch a jar file, assuming you haven't told some program to mess with your file associations in Explorer. If you have done so, a quick romp through the Java installer supposedly fixes them back up. However, i do intend to have an .exe launcher with the next version if and when that happens, to aid those unfortunate souls who are in that situation and can't figure out what to do.