Re: You can't use gzip/tar?
That only works if all your system libraries are compatible.
The fundamental issue with all software distribution is, and has always been, dependency hell.
Windows spent years there, eventually coming up with WinSxS (and later WoW64) to allow multiple versions of DLLs and ABIs to coexist. Plus of course MSI, MSI-X and whatever the heck it is that Windows Store uses, not to mention the myriad of third party install systems.
macOS has app bundles that claim to encapsulate everything except the core OS libraries, but it doesn't work - it genuinely doesn't notice if a bundle gains a few extra dylibs which do nefarious deeds. Or more commonly simply crash the application.
And of course, Apple change those core libraries every few years, making old software unusable.
Linus has done his best with the kernel - you don't break userspace - but Linux is more than a kernel, and userspace libraries do change. Binary incompatibility happens often - even (and perhaps especially) for statically-linked software.
Sure, if everything you use is open-source then you can recompile it, but that doesn't help when there is source - or compiler - incompatibility. C++23 is a thing, does your compiler support it?
TL;DR: Software distribution sucks.