When you download a tarball from the internet containing an application, usually (unless they messed up/don't know what they're doing) that means most if not all dependencies are fully contained in that archive, except for things you can't really do that for, like libc. The point of a tarball is to avoid the system package manager, which makes it easier to reach more distros at the cost of an increased risk it simply won't work on some systems (due to missing system libraries or different versions).

The real reason macOS and Windows are easier to distribute software on is because there's only one Windows and only one macOS. "Linux" is not an operating system, Ubuntu, Arch, Fedora, RHEL, etc. are all different operating systems that just so happen to share a kernel and a similar ecosystem of open source software. So compatibility between them is more of a coincidence than anything else.

Luckily nowadays we have Flatpaks and AppImages, which both solve the problem of simplifying app distribution and installation universally for all distros. Although devs will probably get a lot of hate if they only distribute their app as a Flatpak or AppImage and don't also offer tarballs/debs/rpms...so app distribution is likely to remain complicated for a while.