And windows has .msi, whatever is used to install windows store packages, NSIS, Inno Setup...
it's a way overblown complaint. I use AppImages built on centos 7 for my own stuff and never heard anyone having issues with it.
On Windows is easier to build self-contained applications as there is no the RPATH issue. All one needs to build a self-contained application that is easier to ship and works everywhere is just add shared libraries at the same directory where is the executable and create a zip archive or a MSI installer. When applications are installed, they are installed in a single folder and files are not scattered across the file systems like binaries in /usr/bin, /usr/local/bin, /libs/, /usr/shared, ..., as in Linux and other unices.
That's like complaining that, say, a program built against cygwin on windows, can't work on a system without the cygwin dll (and all its dependencies also compiled against the cygwin dll).