I have heard the arguments but I have learned nothing.
Tbf, you can do the same thing on Linux with AppImages.
There are very very few cases today where your program and it's accompanying files are so large that they cannot be expected to live on only a single disk.
The filesystem, on unix-like systems, is a namespace that contains every resource on the system (everything is a file). / is the root of the namespace. There is no good reason for a particular physical disk used to store some data to be at the root of the namespace; it's an implementation detail, and maybe not even the correct implementation detail. You might want to back a particularly weighty location with a larger disk, or a faster disk, or you might even want to run your system entirely off NFS. The filesystem abstracts all that away from applications. You can arrange your data physically however you like, and with a few lines in fstab, only the lowest levels of the OS need to know about it. You can also change all this on the fly. Contrast with Windows, where running out of space on disk C - THE disk, decided at installation and forever unchangeable - is a catastrophe, and there's no way of moving a weighty program to another disk without "reinstalling" it.
"GoboLinux is a modular Linux distribution: it organizes the programs in your system in a new, logical way. Instead of having parts of a program thrown at /usr/bin, other parts at /etc and yet more parts thrown at /usr/share/something/or/another, each program gets its own directory tree, keeping them all neatly separated and allowing you to see everything that's installed in the system and which files belong to which programs in a simple and obvious way."