The concept of bundles is not a Fusion related item at all but a way that Mac OS X has allowed developers to group their data together for a long time. It allows to cut down on various versions of files being scattered all over the hard drive.
In fact, if you head to /Applications, you'll be able to do the same thing : right-click, Show package contents, and you can see how an application is 'bundled' as well.
Bundles are a well-used feature of Mac OS X. Developers can choose to register a file extension, for example ".vmwarevm", to be a bundle and act as a single file instead of a folder of files. I imagine the thinking is that developers can choose to hide some of the complexity of applications by packing up a handful of files into a single unit. Mac OS X applications, among many other things, are also bundles. It should be noted that other OSes don't understand bundles, and simply see a folder full of files, so it's not the sort of thing you can use in Windows.
See Bundle programming guide.