The Antivirus itself will always be an executable. Any Anti-Virus software would be made up of multiple .DLL files which are simply software drivers. I would be cautious of using any Anti-Virus which does have any drivers.
The absence of Software drivers would tell you that is not a very complex program, and as such cannot properly serve the function of an anti-virus against current threats.
Depending on how the Antivirus was coded, one could argue the opposite saying that an extremely efficient low-level antivirus program is equally (or more) capable as the "standard" antivirus program yet offer the "simplicity" of a single executeable. Specifically what I had in mind was an ASM based application.
This is really more of a theoretical/"proof-of-concept" type of argument though and for the most part Sypher is absolutely dead on; I just like to add some perspective here and there