@tauon Honestly, #AppImage was probably the closest thing we got to that, but even in my experience, it's been a little finicky for #Tenacity at least.
I've had the idea in my head for kind of a "universal" installer framework: one that not only works on #Windows, but also on #Linux. It would support user installs, modify either your user or system PATH (or not, your choice!), and also allow you to change the install location (defaults to C:\Program Files\ on Windows or /opt/<program name>/ on Linux). Think something along the likes of #InnoSetup for but Windows and Linux.
(Sorry #macOS. You're out of the equation :P)