Overall, and admittedly from a bit of a distance, uv run feels like a reinvention of Zero Install, but for only Python.
I also wondered why virtual environments were invented for Python when general environment managers (like Modules) already existed.
These packaging and environment problems have never been specific to Python
uv has little in common with 0install, which has its origins in RISC OS's application directories.
uv is an attempt to fix the fragments Python development environment tooling story.
I mean yes, you are correct. UV does a lot of different things, but this particular "self-contained app" feature is a lot like zero install. You run your app, its dependencies are automatically downloaded and cached for other uv/zero install apps to use, and it's all transparent and easy.
In this case, it's nothing specific to uv though: there's a PEP outlining how this stuff is declared and uv is just one of the tools that happens to support the format. I wouldn't be at all surprised of pipx also supports it.