Look at how, for example, humble bundle, and also some other small sellers approach this. You can download your purchases as zip and or opt for a send to kindle service. I don't see that book arriving as document is going to kill sales. The folks most bugged by that are probably savvy enough to manually add a copy to books folder on fire.
It is a far bigger ask for a first time book buyer to trust you enough to run an installer from a stick!
It would red flag with me as a malware risk
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