To be honest, that isn't really anything to do with the site but the developer's themselves, however, as far as I know, if you download a game from the app store, you can play them without internet.
I don't think that is a feature that would ever be on a Online Gaming website, it would be kinda cool (in my opinion, not really) but I think that they want you to play the games on the site and not download it, cause if you download the games then people will just use this feature and not really partake in its community or its other features. Plus what is wrong with playing games with internet connection? Internet is like the tree of life man! You need it!
The reason AG doesn't like you doing this is because you can't view their advertisements while playing offline.
However, what you can do is download firefox and there is a plugin that downloads the SWF file for you. Here is the link. This should let you download the games and play them on your desktop.
If you own windows you might have a problem so I recommend SWF opener which lets you open applications that are SWF (The program AG uses). You might not need this if you already have a different flash player installed. Link here.
