- AppImages: Linux apps that run anywhere
- XARs: packages Python (node.js, lua scripts app) into executable files
- AppImage: it packs Linux apps into a tar file so you can unzip it later and run the executable of the app. The main selling point of AppImage is it's distro-independent
- XAR: it packs dynamic languages programs (python, node.js, lua) into a executable file. The executable includes the language runtime, a fuse filesystem to mount the program's source code.
In conclusion, I don't think you ever needs to make an AppImage for XAR executable file.
There are very complex Python applications (e.g., Ultimaker Cura) which are packaged in the AppImage format as self-standing single-file executables, including the Python interpreter, libraries, and other resources.