On Windows, applications are most often launched by users from shortcuts, not by locating the executable directly. These shortcuts normally have the application name, not the executable filename.
Though, a macOS bundle similarly doesn't have to be the same name as its contained executable.
On Windows there's a distinction between "portable" applications, and installed ones. Installed ones are distributed as an executable installer which copies files to a predetermined location (OS program files directory, OS user data directory, etc.) and creates a shortcut on the Start Menu or desktop for the user to use. Installed applications intentionally hide the details of the contents from the user, and are also enumerated by the OS so that the user can use a Windows OS menu to review what's installed, perform an uninstall, etc.
Portable applications are distributed as a ZIP file containing the executable and other data, where the user just unpacks it wherever they want, and they can either run the EXE directly from the file manager, or they might create their own shortcut for convenience. Uninstallation is also done manually, but is just done by deleting the folder. This form is much more transparent to the user, but is also expecting the user to understand and manage their own files.
The macOS bundle I guess is kind of both of those at once. It's sort of like a portable Windows package, but with the the contents of the package obfuscated by the OS, only accessible to more advanced users. Installation for macOS is usually equivalent to just copying the bundle to the Applications directory, and uninstallation is usually just deleting it.
Hatari on Windows is distributed as a portable application.