You can't do that with python for instance. First, you need a python interpreter on the target machine, and on top of that you need the correct version of the interpreter. If yours is too old or not old enough, things might break. And then, you need to install all the dependencies. The correct version of each, as well. And they might not exist on your system, or conflict with some other lib you have on your target machine.
Same problem with any other interpreted language, including Java and C# obviously.
C/C++ dependency management is a nightmare too.
Rust is slightly better, but there was no production-ready rust 16 years ago (or even 10 years ago).