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No - your solution is pretty much spot on.
Remember that ACTION scripts are purely meant to "go forth and run stuff", as opposed to (intentionally) be part of / require the regular software distribution mechanisms -- they're small things that are just there to make your life easier. Your use of them shows good creativity though - hadn't really considered this way of making use of them.
As for the starting location - that's "normal" -- remember that we run things as LOCAL SYSTEM to begin with, and usually, windows will drop the CMD-prompt for local system in just that location. So yeah - you will want/need to change paths -- because it's not SDCLIENT executing an installer, you're not going to start out in the LDCLIENT directory, as it were.
So - yes, you've identified & solved a problem for what you want to do. I don't think there's going to be a much more elegant solution than what you've come up with.
Though - that said ... I *CAN* see potential use cases for "additional files" being dropped with actions potentially.
You may want to log that enhancement request via the usual process here -- Enhancement Requests -- for future consideration!