Very recently I have come back to Delphi after a long pause and written a rather straightforward utility app my client requested to support an older release...
Yes, but then you'd need to supply the other code units as additional files. Just as .net required the assembly, and you have VB runtimes etc., this is just the Delphi runtime - but it's embedded in the exe.
Another option is to compress the executable, there are tools for that around.