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.