Yeah, some vendors do this, I think the .exe basically unpacks the .bin file then calls some API or something to push it from Windows while it’s running. Probably done for the sake of more casual users who don’t know/want to mess with the actual BIOS UI.
I use openmediavault for my home NAS, it does all the heavy lifting for you with a nice GUI so you don’t have to config everything yourself. I’d recommend checking it if you don’t have a lot of experience with RAID setups or don’t want to do manually.
Just please remember that RAID is not a backup solution, it’s a redundancy solution. If you have data corruption on one side, it can copy itself to the other mirror and then you’re screwed. If your media is important, keep a proper separate backup.