> With Linux, you have to target specific distros, do something insane like a giant bundle of everything,

This is what you do for Flatpack, Steam, or Docker. All these are popular options.

> Oh and I almost forgot.. install scripts that detect distros, install dependencies.

Most distros offer tooling to make packages for their package managers. With them you declare the dependencies you want and the package manager does the rest.

> And god help you if you need to ship a kernel module.

The right way to do it is to open source it and let the installer compile the software against the kernel headers. Sysdig and VirtualBox do that.