paste-and-run apps for Linux and Windows

On various Mac vs Windows/Linux threads on /g/ Ive pointed out that the major advantage that Mac OSX holds over Windows and Linux is that to run a program you just paste it on your harddrive and click it and it runs. And people counter on these threads that its *possible* to do this on Windows and Linux also. So if its possible, why hasnt any Linux distro done it since the #1 problem on Linux is dependencies. Doesnt anyone here agree that relying on repo maintainers to sort out these dependency problems is not a professional solution which is why any serious Linux user has to use "compile everything" distros. So my question again, if its possible to make apps that just run without the need to compile or install, then why hasnt anyone done it?

>>1
if its possible to make apps that just run without the need to compile or install, then why hasnt anyone done it?
Because such an app would
1) take a shitload of space, since you would need to accommodate all dependencies
2) either a. the app would use the libraries/w/e packaged within itself, so that it would be impossible to update one of the dependencies without updating the whole app, additionally various apps would end up using different (sometimes conflicting) versions of the dependencies; b. the app would extract and install in the system the dependencies which aren't installed, and this would be bad because you'd end up with 10 things installed when you only want to run one
3) software licenses