As described in the Connecting in Direct Mode article, Direct Mode usage leads to increased size of the application executable file. If you don't plan to use Direct Mode in your application, you can permanently disable it, i.e., the SQLite engine will not be embedded into the executable file. For this, open the Project -> Options menu in the IDE, select the Delphi Compiler node in the options list, and add a NOSTATIC value in the Conditional defines property. Also, add path to the [LiteDAC installation folder]\Source folder in the Search path property. Then build the project.
On disabling Direct Mode, the executable file size decreases. The application will be able to work with SQLite using the client library only. On attempt to set the TLiteConnectionOptions.Direct property to True, an exception will be raised: 'Direct Mode disabled'