Yes the file packer of the Professional Version can pack all your stuff into a single .exe as far as I know, but I might be wrong here.

Ok think about it:
You can upgrade at any time if you have a legal (bought) 3DGameStudio version made by Conitec.

So you could buy (lets say) the Extra now and start diving into 3DGameStudio and game-making.
When you think you need a new feature of the engine (higher screen resolution, or bones-animations) you can still upgrade to the commercial or even professional version.
But I would do that only when you are 100% sure to stay with this engine and finish your game and maybe do something else with it too.
The upgrade price is pretty simple to calculate:
price[new_edition] - price[current_edition] = price[upgrade]

This way you wouldn't spend the 800$ (or whatever pro costs) just to find out that you have no fun with it at all.