Windows packages (both zip and msi) have been intentionally made lightweight, they don't contain debug info, tests and some other stuff unimportant for releases. Debug info is extracted into a separate package, but tests are left behind. The downside of it is there is no way to run MTR tests on an actual release package, we can only run tests on release binaries, during the build process, after the binaries are built but before the non-essential contents is discarded. It's not optimal. An obvious solution is to package tests separately and use this package along with the real release package in testing.
It is not expected to be released, at least until there is a demand for it.