Believe it or not, there have been several attempts to bring that kind of application management simplicity to Linux: ROX AppDirs, GNUStep's AppBundle implementation, Klik, and AppImage to name a few.
They have all been rejected by the community at large, sadly.
Yeah the usual argument is that package managers make worrying about the tidiness of the file system unnecessary. But on Linux at least it just never really works out.
They have all been rejected by the community at large, sadly.