Julia can be packaged into installers; see AppBundler.jl project and JuliaCon 2024 talk on it. It has a list of post-processing steps that one can follow to obtain nice-looking .dmg or .msix installers.
Thanks to the NLNET grant, I am now returning to the next stage of AppBundler.jl, where the post-processing steps will be integrated into the bundle function using open-source alternatives. That would make it easy to write CI integration pipelines, so, for instance, tagging a release on a GitHub would automatically (pre)compile the application on each corresponding platform and bundle it to its native installer. I expect this will be done within the next three months.
Then, there will be work on flatpack support, PackageCompiler integration, Julia distribution creation and some work on resolving sandboxing issues.