I just got this assuming it'd be DOSBox and run fine on Mac or Linux, but then noticed that it is only listed as for Windows.

I see that it's listed on a couple of "Games on DOSBox" lists; perhaps they just never got 'round to packaging the non-Windows versions, or perhaps they did some work to implement some other system in Windows or something, I'm not sure.

I tried downloading it (on mac) anyway, and out of curiosity changed the extension of the setup file to zip, which allows it to open as an archive but it then seems to just make a .zip.cpgz which in turn unpacks to another zip etc. ad infinitum.

Anyway, I don't have a Windows installation to hand, not too concerned anyway - I'll be at a Windows machine soon enough and probably won't really find time to play the game anyway, just couldn't resist the nostalgia when I saw it for 49p on sale.

Indeed, this is a DOS game that runs via dosbox. You can use innoextract to extract it or run the installation file with the help of WINE. In both cases you'll need to manually move the data and edit dosbox configuration files (if you intend to run the game with a native version of dosbox). The other (lazy) option is to use PlayOnLinux on Linux which has a ready made prefix for this game (and I think there is a similar program for Mac).

We can only guess why there is no native linux installer, but probably it's due to lack of redistribution rights for different platforms.

Hmm, I wonder if it is a rights issue. Anyway, innoextract seems to work, thanks.