I don't know about, had a dicey situation recently where powershell's compress-archive couldn't handle archives >4GB and had to use 7zip. it is more reliable and you can ship 7za.exe or create self-extracting archives (wish those were more of a thing outside of the windows world).
I understand that security has to compromise for the real world, but a self-extracting archive is possibly one of the worst things one could use in terms of security.
You're assuming things because things are already done insecurely. You can authenticate the self-extractor as well as the extracted content. The user gets a nice message "This is a 7zip self-extracting archive sent to you by Bob containing the files below".
As an incident responder, I've seen much more of regular archives being used to social engineer users than self-extracting archives, because self-extracting is not "content executing". it is better for social engineering for users to establish trust in the payload first by having them manually open the archive. if something "weird" like self-extraction happens first, it might feel less trustworthy.
Oh and by the way, things like PyInstaller or electron apps are already self-extracting and self-executing archives. So are JAR files and android APK's.
jar files are zip files, so they don't contain "self extract" code, instead they are associated with already installed extraction code.
however, once extracted, jar files do contain executable code, and that is a security issue. the java model pays attention to security, but if code can do something, it can do something bad. if it can't do something, it's not very useful, is it.
the windows kernel executes a self extracting 7z archive, java.exe extracts and executes .jar files. If the 7z self extractor was .net CLR bytecode it would operate very much the same as .JAR files. to your point though, the primary purpose of JAR files is not to compress and transport other files, they're supposed to be executables only. From a user's perspective, abuse potential is the main difference.
