By design, when you choose the default option during the extraction, the self-extractor does the following:

• Creates a temporary folder.
• Extracts the file in this location.
• Opens the file.
• When it closes the extracted file, it performs a cleanup and deletes the temporary folder it created. The cleanup is undertaken for security purposes to make sure that none of the extracted files are left on the system.

But, when the self-extractor is extracts a compressed file on a system that uses Windows compression utility by default, the following occurs:

• The self-extractor is not able to obtain the control of the compressed file.
• The self-extractor only allows the user to view the content for five seconds. 
• The self-extractor deletes the complete extracted folder from the temporary directory created during extraction.

NOTE: When a third-party compression utility (WinZip, WinRar) is installed on the computer, the following occurs:

• On extracting the file, the self-extractor creates a temporary folder.
• It then tries to open the file with the third-party compression utility.
• The self-extractor can obtain control of the third-party application, and open the files through the third-party utility.
• Because the self-extractor has control of the third-party application, it does not delete the temporary directory created.
• The self-extractor waits to perform cleanup after the user closes the third-party application.