MacOS makes static linking quite difficult.
And Windows is infamous for "DLL Hell."
Even windows reinvented the exe with msi's, and python has dists and wheels, and *nix/bsd has jails and vms have existed forever, and java has the jvm with jars and previously, applets.
Of course, none of those are actually as user friendly nor cross platform compatible as docker. Heck even docker isn't perfect and will leak abstractions once you start hitting syscalls (network, filesystem, etc), or if you're like 99.9...% of developers who don't host their own artifactory and cryptographically tag every step in their dockerfile
Show me an .exe that can self deploy an elk stack across windows, Darwin, and Linux with minimal system environment issues
Honestly, getting some desktop software in the form of one of those is wonderfully refreshing. Just take an AppImage file or whatever, make it executable and run it.
Sometimes you don't care about the benefits of shared libraries and want something to just run regardless of what's going on with your distro, for which these technologies are great. Ideally, in addition to the proper package manager approach for those that value different things at different times.
But for shipping things like WebApps, OCI containers and Docker/Podman is amazing.