You are always welcome.
A separate CAB is built because of the option configured in "Builds" page -> "Configuration" tab -> "Package Type" option. To build a single EXE just make sure you select the "Single EXE setup (resources inside)" option.
An EXE package type is usually required when you use a feature which is not available in a standard MSI package. For instance when you use pre-install prerequisites, "Run as administrator" option from "Install Parameters" page, a custom theme from "Themes" page different than the "Classic" one,
mixed package type, etc. Reverting to an MSI package type will disable all the above features.
If you have any questions or doubts do not hesitate to write us back.
All the best,
Daniel