Not binaries, but I've had success with Shiv[1] which builds a Python application into a single-file package that can be run on any machine provided it has the Python binary installed (but not much else). We use it to ship products that run as-is on both Linux (including WSL2) and macos.
I built a Win10 binary with Nuitka just the other day, and was surprised to find the pyinstaller binary had higher performance at runtime. Pyinstaller also had several other advantages, such as producing smaller binaries, and building faster, and Win7 support.
Wrote a simple program to which I added Fire to parse arguments as a CLI, and Gooey/Tkinter for a GUI on top of it. To get a working standalone .exe file which does not require folders on the side, Pyinstaller did the job. Unfortunately it also triggers antivirus scans for some AVs..