Alrighty, I'll try to explain.
Game maker uses a compiled programming language. A compiled programming language takes a code and compiles the set of instructions into a set of instructions PC is then able to decompile, read and execute. However, not every machine can execute it. Exe files cannot be executed on linux and mac without use of emulators or virtual machines. Same with trying to execute mac programs on windows and linux or linux programs on windows and mac.
There is one exception to this, it's called Java. Java is a multiplatform compiled language. But it achieved it by developing their own code decompiler known as Java virtual machine. Without this you won't be able to launch java programs (unless other methods have been used, but nevermind these now).
However, RPG Maker MV uses Javascript. And Javascript is not a compiled language, but an interpreted language. Which means that you can use it on anything that is capable of interpreting it. The disadvantage is, you need an interpreter to interpret the code. And you can't find the interpreter installed in your PC, because these files aren't binary executables.
Not only that. Javascript is also a server based language. You can't just make javascripts and puff them into a program, they are for handling things regarding a website. And what is the file that is known as a website? HTML format!
However, HTML is not a convenient format to run a game on, especially if you want to be able to launch it through an exe like you'd do with any other game. So you essentially need an exe file, which is a web browser with /www/index.html set as a homepage. Not only that, but you also need a MULTIPLATFORM web browser due to MV's multiplatformingness!
For that RPG maker MV uses node.js tools known as nw.js.
Now nw.js is not a fully fledged web browser. You can't use it as a web browser. However, it uses Google's Chromium (the core of Google chrome that is now open source) to interpret javascript. And Chromium does not work properly when it's not interacting with a server, but with a localhost. More precisely it will not load you any files unless it operates with a server (in other words Microsoft edge works with no issues on localhost, but Google Chrome does not). So you need to build a server inside your machine... And nw.js contains the tools to build and maintain a server for as long as it's running.
This is why rpg maker's MV exe file (which I was told some time ago is just a renamed nw.js) is so huge and why it's inevitable. It's essentially a web browser containing javascript interpreter and tools to build and maintain a server... Along with lots of other functions I have probably omitted to keep it simple.
If you want a small executable, you're free to convert the javascripts to C++/Delphi and run the game using OpenGL or Direct3D. But that is manual work, because there are no convertors that will do it for you and because you also need to create your own graphics renderers.
@Shaz this would be the case only when you build the exe with Enigma virtual box.