I don't think any Flash Game sites have this. It's usually on separate sites just for the developer, and they have you download the game. Also, I don't see the point in having a downloadable section, when the developer has to upload it on here. Why not just play the game on AG?
Well you're going to have to go on the Internet to get the game in the first place, so you might as well play it there. But I see your point on larger games being a tad too laggy, but I doubt AG will ever introduce this...