They do have the DOS .EXEs, otherwise DosBox couldn't run them. What is missing is the INSTALL.EXE program, as Marten said.
Alistair gets props for mentioning it originally. I don't actually own any of these new collections, nor do I intend to. I have all of the previous collection releases, except the King's Quest collection, which was redundant because I picked up the Roberta Williams Anthology. I have both versions of the collected Quest for Glory set.
A few years ago I thought about doing my own reworking of these collections, but I just didn't have the time to do it, and I gave up. But if I did have the time - that is, if I were paid, I'd certainly look at the following:
 Get permission from Anders to put his AGI-SB and AGI-MIDI drivers in the collection.
 Pick up other fan-made drivers and fixes for problems (there are a few fan-made bugfixes) and add those to the collection(s) too.
 Include all versions of the games whereever possible. With a proper emulator (not just DosBox), it should be possible to emulate booting the original King's Quest with the original opening music, and fake the PCJr graphics card so that it displays in 16 colors. That would give the player 4 different versions of King's Quest I. Original, AGI-DOS, EGA, and AGDI's VGA. Include both disk and CD versions of games, and DOS and Windows versions of games, where applicable.
 Set the installer up to let the user either "use defaults" or "select your own hardware". "Defaults" would be to use Anders drivers for the AGI games.
 Games should be selected from a graphical menu system that displays original box cover art, with the option to click through for larger scans of the original boxes and manuals. Throw in brief overviews of each game, retrospective quotes from the author(s), etc.
 If the collection is divided into groups sold separately, installing different collections onto your computer would merge them under a single menuing system (see previous entry). One manager for playing all of the games, and each collection adding itself like a chapter to a book.
 Include all of the original Sierra demo disks, including the original multiplayer Quest for Glory V preview.
 Include a soundtrack CD with a brief selection of MIDI or MT-32 music from each game in a given collection.
 Include many lost or forgotten games, such as the Black Cauldron, Freddy Pharkas, and action games like Thexder and Silpheed. Do it thorough and do it right.
These were the ideas I had, for doing this "right."
Now, a funny idea here... there's really no reason someone couldn't build this infrastructure and design it to use the new collections (and perhaps the old, too) as a data source...
Instead of grousing about Vivendi's sloptastic job, let's discuss: What else would you do, if you were assigned the project of putting together these collections yourself?
We were working on a FAQ here at Quest Studios for getting these games to run on modern hardware, at one point. What if we got back to it as a starting point?