I'm trying to release future side projects that way. I even build a Redbean executable for any client-only SPAs. The idea of this stuff just working on so many systems is amazing.
Problem with this is that self-modifying code will likely trip security blocks on most platforms, which is probably more annoying for users than having to download separate executables.
If the person needs to run with "security blocks" up, it's statistically unlikely that the same person can randomly download the specific and potentially outdated version of a dependency you need for the code to run in the first place.