Until now it wasn't possible to make Paint.net portable, because of ... something to do with Visual C libraries and .NET...
Please read following post at the PDN Forum which indicates that things have become very easy to make Paint.net portable, providing the host machine is equipped with .Net 4.6.
http://forums.getpaint.net/index.php?/topic/106754-how-i-get-paintnet-po...
The problem is that .NET 4.6 only comes pre-installed on Windows 10.
Until proper .NET framework detection is implemented in PortableApps, we have no way to guarantee that 4.6 is installed, and PCs without it will present a terrible user experience when the app just fails to launch.
Nothing changed so far. It still depends on an installed .Net (4.6) at the host machine.
Visual C++ runtimes have not been much of a problem with most apps, .Net was the deal breaker.
-edit-
Oops, I should not post while having breakfast, takes too long...