i wonder if such a mechanism could be "enhanced" to produce a true "universal" binary, using a source-to-source compiled language like Haxe?

With Haxe, you can write the application once, target both win32 and linux by compiling to C++ (which then you compile using the platform specific tooling for each paltform), and then target html by compiling to javascript. Then use the same concatenation mechanism and header abuse as described in the article to have all three targets merged into one file that can then be run on all platforms!