There actually is/was two standards for this in Linux: GNUStep Application Bundles[0] and ROX-Filer AppDirs. Currently AppImage is trying to keep the dream alive, but it bundles the files in a squashfs image attached to the executable.
[0] Which of course came from NeXT Application Bundles, which is also where OSX Application Bundles came from.
AppImages are so good. They 'just work'. They're super easy to build and distribute too. I think more Linux distributions should embrace them as the de-facto app standard to replace snap and flatpak.
Windows also does this. Linux doesn't, preferring to KISS because with demand paging there's really no reason you can't just put them in your rodata section.
If the app has assets it gets a little crazy quite quickly.