Some organizations need to deploy the client components pre-emptively. One reason for this might be that the organization's users are not administrative users on their own computer, which would prevent them from installing the client components upon entering the portal. A different reason might be that the organization prefers that the client has all the components installed, rather than have the users be required to wait for the installation process when additional components are required.
Regardless of the reasons, UAG includes a pre-packaged version of the client components in the form of an MSI file. In fact, there are no less than five different versions of the pre-packaged installer: