You don't need to use any libraries, you can do something as simple as:

  $ zip -r mymodule.zip mymodule/
  $ echo '#!/usr/bin/env python3' > myapp
  $ cat mymodule.zip >> myapp
  $ chmod 755 myapp

CPython will automatically detect it's a zipfile, unzip it in-memory, and import the __main__.py in the root of the module and any nested modules.

The reason why you have to handle shared libraries and any other non-.py data yourself is because Python doesn't know what to do with it. You can access it as binary data via pkgutil.get_data(), but linking shared libraries is system-dependent and Python doesn't load them itself. As the dynamic linker can't find a shared library in a zip file, the only thing you can do is extract it separately. This is documented in https://docs.python.org/3/library/zipimport.html

Any files may be present in the ZIP archive, but only files .py and .pyc are available for import. ZIP import of dynamic modules (.pyd, .so) is disallowed.