Rule-of-thumb: we install all what you downloaded.

A menu of "next step pip requirements":

• would make sense for WinPythonZero which has nearly zero packages on board,
• would simplify the build system,
• would make sense to just build "fat" WinPythons in the cloud from a WinpythonZero,

This is the rough direction of the WinPython build system, but not exactly what you ask.

"Continuum io" miniconda or "Enthought" (or "Pyzo" ?) are maybe more like what you ask.

There is also this new Google Bazel thing, that may create a disturbance in any Pip/Conda Bikeshading discussion.

Roadmap says : 2016‑02: Bazel can bootstrap itself on Windows without requiring admin privileges

the only answer to this is to install from an official trusted shop....
complex a problem, and slow moves to resolve it, because of supply chain attacks

in recent 2025-02, there is a requirement file with hash256 that you may use to sort of do that: remove what you don't want
in future, the wheels may be provided un-installed.