Throughout much of its long history, Java Runtime Environments for MS-Windows have traditionally been packaged up in the venerable EXE format for installation. This made for a well understood, straightforward and standard way of installing Java for individual users, unfortunately at the expense of those tasked with managing Windows systems en masse. EXE files don't necessarily play well in the Windows systems administration world where tools like Microsoft SCCM and many other capable alternatives are used. A more preferable payload is the MSI format. The equivalents in the Linux and macOS world would be the RPM/DEB and DMG formats respectively.
To help rectify this shortcoming, some organizations have seen fit to produce their own MSI versions. Oracle, for example, provides an Enterprise MSI Installer for its Java SE Subscription customers with its Oracle JDK 7 and JDK 8 releases. Among the litany of Open JDK distributions, a few have also decided to package up their own MSI versions too.