"downlaods a shim which then runs and downloads the actual application"
And that shim works exactly like yum/apt, albeit usually in a simplified way. It checks what are the latest versions, downloads them and any required dependency, and install the software.
Often it's a way to install only the software you require (or are licensed for) instead of downloading the whole lot, exactly again like yum/apt do (but the licensing part, of course). It may mean to download some hundred megabytes instead of several gigabytes.