That nexe looks nothing like cosmopolitan. Nexe compiles a node.js into a single exe for Windows and, from the readme, can create native binaries for other distributions (Linux, Mac), something that isn’t new to Nexe, you could do that with FreePascal way before Nexe. If you avoided OS specific calls, you could pull that since the early 90s with C, too.
Compiling the same codebase for N different platforms, generating N different native binaries, isn’t the same as having one single executable file that runs out of the box on significantly different OSs. Put it another way, she made a java that works without needing a JRE or JDK installed.
If you do find it, be sure to tell, I’d love to take a look