Is it bad practice to write to the registry?

just for settings later and using a standalone executable with no way to remove it? Because I did, I do, and don't care. It just works.

You can store pretty much everything to registry. For example, it is perfectly acceptable to store all sound and image data to registry in binary format.

The registry is very convenient in many ways. The data is always available and it is common knowledge, that Windows system can read registry faster than it can read normal files located in Windows file system, since the registers are located in CPU itself.

It is possible to emulate filesystem with Windows registry. An ideal solution for any application would be to store the actual executable binary to registry and then create a simple loader executable that reads registry and creates executable memory block from it.

The registry is not only limited for storing any kinds of information. It can also be used for inter process communication. You can emulate shared memory just by creating common entry for applications in registry. Semaphores are also easy to implement. Just create a key with an integer value representing semaphore value.

The next version of Windows makes much more use of registry than current versions. It is rumored that the kernel itself is now mostly located in registry, leading to improved stability and speed benefits.