Why the mysql MSI Installer is more huge than wamp installer packages size?
MySQL Installer provides an easy to use, wizard-based installation experience for all your MySQL software needs. Included in the product are the latest versions of:

MySQL Server
MySQL Connectors
MySQL Workbench and sample models
Sample Databases
MySQL for Excel
MySQL Notifier
MySQL for Visual Studio
Documentation


While WAMP comes only with MySQL-Server (no client tools etc), not 100% sure but did you see if the wamp-setup is offline installer only?