When you really need to write your own installer, you can save years and a small fortune by starting with JExpress source code. SLOCCOUNT says it will take you 21 person years at a cost of $2.8M to duplicate JExpress. Or get a source license for a great price.
JExpress has over 1500 lines of code just to make sure the user's installation directory meets all the criteria. Handling menus on different platforms is another frustrating nightmare. There are many hidden pitfalls like these in installers.
Any good developer can throw together an unreliable installer fast. You have to build installers for many years to know all the issues for all the platforms and learn how to deal with them. It makes sense to start with code that handles all that for you.
Most customization for JExpress doesn't need a source license. You can add simple Java classes to do most things. But sometimes you need more, like making the user interface match your app. If you want to build your own installer, you can shave years off your development time for a very reasonable price.