Appimage is probably the most similar to a naked .exe in Windows. They are useful for small apps or simple indie games, but I prefer Flatpaks for my everyday big applications.
Agreed, Snaps are like Flatpaks but worse because locked down back end and Canonical’s sketchy nature. Imagine a really delicious pastry that anybody can make and sell, then imagine the same pastry but only one bakery in the world can make and sell it. Which would you prefer? Lol