That often happens when a program is just a self-extractor that puts the real executable in a temp directory and runs that. That's how most Python packagers work (including PyInstaller), but Nuitka only does that in "onefile" mode (it self-extracts the files that make up "standalone" mode).

In "standalone" mode, the executable really is just a normal program. It's actually the various fragments of the Python bytecode interpreter unrolled according to the Python bytecode of your program and the packages it uses. All the C extension modules are shared libraries in the same directory (this means you can use LGPL C extension modules like PyQt BTW) and any package data files are alongside in that directory too. This makes it seem a bit messy but in reality it's cleaner than what onefile does under the hood.

(This is what I was alluding to in my parent comment but I didn't explain myself.)