Nope. The exe files are supposed to do it's thing without internet and no extra effort like it was for a long time.
This does mean that certain programs just won't work, or won't work without some finagling. That's also a feature. The price of control is having to control things.
Granted, most people don't want to pay that price, and prefer convenience. That's admittedly not to my own taste - c.f.) log4j for a good example of why - but I think I'm maybe a little weird there. I certainly don't think there's anything audacious about catering to majority tastes. Maybe just vaguely disappointing.
Saying people prefer one to another hides the fact that they were not given any other option. People will choose whatever default is given and then we may say they everyone prefers that. Or just make the other option (which was normal before) complicated so that nobody wants that now.
Contrast this with e.g. Zig for Windows is a ~60 MB zip file which contains the entire Zig/C/C++ compiler with cross-compilation support for basically everything, and also has complete Win32 headers + libraries in it. There's even DDK headers in there, though I'd expect to do some legwork to build drivers for NT with Zig.
I'm not really sure what you're complaining about here. .net core is split into tiny packages - if that is hard to handle in your very special environment, you get to use special solutions to make it work.
That being said, WinForms is also "just" a Win32 wrapper, I don't see a compelling reason why a similar wrapper wouldn't be possible in pretty much any language. .NET 4.6 is a fine choice too, especially because you're not forced to ship runtime and standard library, as Windows already has both.
We don't even require the internet for building/development. In .net land you require internet to get the dependency you're using the first time. If you want to get them all and distribute/install before you start development, you can totally do that. It's just not the default behaviour.
I get that you have opinions, but you seem to have entirely missed that the runtime is downloaded at build time and included in the bundle. And god forbid if you like doing everything by hand, you don't have to use Nuget and you can manage every last dep by hand, however you like (and you'll likely end up hacking something that is less usable than just setting up a private nuget server, but "opinions").
Yes, technically easy but if their work environment is strict enough to enforce air gapped development, I imagine the bureaucratic process to accomplish such a thing to be a bit less than easy.
I certainly wouldn't want to ask that the other 99% of the world's developers avoid a feature that's useful to them just to assuage my feelings of envy about the convenience they enjoy.