I agree. As it is, for Windows users, multiple downloads of files of the same name are enumerated (digit added to the filename) so you’re not overwriting the current one with the new, and a user should be able to locate the previous version just by picking a photolab installer with a lower (or no) number, but a version number would make this somewhat easier.
That said, I’d expect the version information to be available in Windows (right click an EXE file, select ‘Properties’ from the drop-down, then the tab labeled ‘Details’). I can’t chect this with a PL installer right now as I’m on a work PC, and so don’t have any available to test