it commits suicide and erases itself when finished
The way you say it, it sounds like the entire image survives until the last instant, and then mean old Apple erases it on you. I am not sure that is correct. I prefer to say it "is consumed in the process of installing". I think big chunks of it are just moved into place (not even copied, just Directory pointers changed) if they are already on your drive.
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I determined experimentally that if you are willing to endure the ENTIRE download time again, you can make a DVD later. The problem is... the time when you want that DVD, your Mac is not working well enough to download and make the DVD. So you still have to plan ahead if you think you might EVER want it, make it now.