Real missed opportunity before this all got out of control to simply bundle everything needed in a single file and give it an extension that tells the OS its executable.

We could call it a .exe

Linux already has its own binary executable format, ELF (that you could just statically link, if you wanted to bundle everything). Also the usual way to indicate that some file is executable on linux systems is just through an execute bit, not through an extension.

But the discussion here is more about how to package properly an application (for updates, app centralized management etc,) than how to deliver an executable on linux.