You don’t need to install PlatformIO CLI separately. PlatformIO IDE has built-in PlatformIO CLI.
We can’t create the off-line version of PlatformIO IDE/CLI because we don’t know which platforms will be used later. What is more, we have ~3Gb of different pre-built packages for the different host OS ( Service End for Bintray, JCenter, GoCenter, and ChartCenter | JFrog ). I’m not sure that you want to have “off-line” installer with 3Gb size.