Is it really? Windows have .exe files, macOS has .app files, Linux has .AppImage (or even tarballs with binaries), and that's just on the host level. Java has .jar files, and so on.
Not to mention, if you want to "natively" pack something for Windows and macOS, containers won't even solve that problem, as they only run on Linux. Only reason you can use Docker on macOS is because of virtualization.
Mac .app files are not just binary (MACH-O), they can include libraries, "frameworks", etc that will override what's loaded from the system. AppImage is even worse [1]. .exe are usually setup with an installer that trigger the side-by-side assembly mechanism, pretending that the system is using the version of the libraries that you included (and growing your WinSXS folder forever). JAR files usually include all their required transitive dependencies rather than "dynamic linking" with other JARs.
A software container is a bit more than a binary or a software package. It also includes the dependencies and the required files. It’s not only a .jar but a .jar with a compatible JVM with the compatible dependencies.
I don’t think that it uses virtualisation on windows or Mac is very bad. I think that it’s an advantage for simplicity that everything is Linux (I pretend that windows containers do not exist).
