These files are twice smaller than the zipped SDKs, is it just a matter of using a better compression algorithm?
cuDNN offers two methods of install for the Windows platform. The first is through a Zip file of the library, as detailed in the install steps here: Installation Guide :: NVIDIA Deep Learning cuDNN Documentation
The second is through an executable installer (The EXE files that you have mentioned). Both methods are equivalent.
As for the size of the executables, that is due to compression (quite good compression it seems).