Could you clarify your request? Are you saying rather than sharing a prototype with a link, you'd like to be able to save the prototype to your local drive?
That is exactly what I am looking for. Being able to export to my local system, where I can locally package and have a client use it, instead of Adobe's CC creating a unique URL where the prototype is out in the world.
Here are a couple links to UserVoice feature requests if you'd like to add your vote:
In the meantime, a workaround could be to record a video of yourself interacting with the prototype and sending that movie to your clients. You can do this by clicking the Record button in the Preview window.
Hope that helps.
Perfect. That is what I was looking for.