This is true, but it is still possible to produce a package which will work just about
everywhere (take a look at the VirtualBox "all distributions" installer for a proof of
concept, putting aside the merits and weaknesses of the implementation). It is certainly
quite a bit of work, but that is at least in part due to lack of experience in the field - I
think that someone who has done it once would be able to do it again with much less effort.