I would guess because .exe has nostalgia and meme qualities .app does not.
I'm 27 and grew up with both OS X and XP.
.exe is better because it is scarier and evokes visions of computer viruses. .app is too benign.
.app is my text editor that struggles to run on a workstation; it just auto-updated, but turns out it was funded by a VC and it's now begging for me to subscribe for £12 a month.
Get Info and uncheck the "Hide Extension" flag. Agent.exe.app
/s I have no idea if it's true, but mosdef possible
Not without precedent, OCaml also uses this extension for executable on all platforms. Probably boils down to taste, but I think this name is clear and concise, my favorite qualities in a name.
I think it's just a meme.
Nostalgia and vibes!
Also my dad wrote large parts of the Windows 95 kernel so I guess I've always had a soft spot for Windows, even if I haven't used it in 10 years. :)
Otherwise how could we join the <x>.cpp fancy gang? We'd have to name the project "agent.js" which is super boring!