Shipping an msi installer for pip (perhaps bundling with setuptools)
would also be an acceptable alternative.
-1.
I would suggest that this approach, if it were considered seriously, should be reviewed carefully by someone who understands MSI installers (not me!). Specifically, if I install pip via an MSI, then use "python -m pip install -U pip", will the "Add/Remove Programs" entry created by the MSI still uninstall cleanly? Broken uninstall options and incomplete package removals are a perennial problem on Windows, usually caused by messing with installed files outside control of the installer.