If users don't have Linux, they must install a Linux to convert IMG to VMDK 1st?
An ISO would require some kind of installer, which isn't needed (or even feasible) on just about any other target, but would require significant efforts to maintain. Likewise there are neither dedicated images for other hypervisors (kvm, virtualbox, hyper-v, parallels, bhyve, …, there are plenty to choose from), what you get are raw (gzipped) disk images which you can either write to the bare iron or import into any virtualization environment.
I think you can use something like
VBoxManage convertfromraw openwrt.img openwrt.vmdk --format VMDK which should be available on Windows or OS X as well when VirtualBox is installed.
But why others do have ISO and lots of other choices, such as RouterOS:
RouterOS started as an x86 distribution intended to install on a standalone PC. It always had an ISO because in 1996 burning a CD was the most practical way to install an OS to a PC. OpenWrt came from another direction as something that was typically flashed to a small system as an image.
ISO filesystems aren't suitable for direct deployment because they are read-only. So as @slh notes, a separate kernel and installer program must boot first to create a writeable filesystem on the machine and then copy from the ISO to it. Including that in OpenWrt would be a completely separate development and maintenance effort which would be merely a convenience feature for the X86 build. It isn't applicable at all to other systems that OpenWrt runs on.
I don't have VMware for Windows but it seems that it must include some disk conversion tools, though maybe not in the free version.
It seems the tools are packaged into a VM they distribute for such purposes.
I personally just use the VirtualBox conversion tools, as they're included with the base program.