Don't know if I agree about the goto thing, but there are actually a number of options now for delivering varying degrees of self-contained Python executable.
When I evaluated the landscape a few years ago, I settled on PEX [1] as the solution that happened to fit my use-case the best— it uses a system-provided Python + stdlib, but otherwise brings everything (including compiled modules) with it in a self-extracting executable. Other popular options include pyinstaller and cx_freeze, which have different tradeoffs as far as size, speed, convenience, etc.