Thanks for the rundown, after digging a little bit into the abyss that is the WIX toolset if you've never dealt with it before I already started going down that route. 

I pushed it to my fork of cpython:
https://github.com/bneuburg/cpython/commits/issue44934

Since I'm pretty sure that my commits are not correct yet (following the instructions in Tools/msi/README.txt regarding fetching dependencies building the MSI resulted in a failed build before I even touched a single line of code) I abstained from handing in a pull request.

Feedback would be very much appreciated. Of course if you'd want to use that stuff and refine it I would be totally fine with it ;)

In case I messed up any formal requirements (i.e. wording of commit messages etc.): I will get myself up to speed and fix that, but since I'll be offline for a week starting Monday I wanted to get my initial draft out there, so in case you have any feedback until Monday I can incorporate it before my brain pushes that stuff out...