Delivering the script used in order to create the installer (i.e the .nsi or .nsh of NSIS) wouldn't help matters, would it?
It is OK to have a non-GPL installer for a GPL program, because the installer is not necessary for the day-to-day running of the program -- they are separate from each other.
I have used NSIS for one of my projects -- it is even available for Linux, so I can build the Win32 installer without leaving Linux, which suits me very much