I tried to allude to this in my response above, but the fundamental reason that they're all crammed into a single file is to make sharing really easy. This is what I meant when I said it travels well through space.
I definitely get the appeal. It’s analogous to the single file executable. One file to move around, no install process needed, just grab and run. It was the main reason I used to reach for Delphi back in the day for Windows utilities.