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?

Static linking is considered passe in Lunix world(despite 1TB hardrives).
 Smartlinking all apps with static libs should make any app self-contained and free of "dependency". It wouldn't cost much for the benefit of distributing a complete single executable which works "Out of The Box" and requires Zero maintenance.