Doesn't powershell do this? I've been learning powershell, and they keep making a tech agnostic claim along these lines, but I haven't tested it on Linux yet.

There's always Golang which compiles to an x86 binary. But that's probably not what you want since you probably want something readable and editable on the end system.

Why not another scripting language (no compile necessary)? (...) If I could write my scripts in a nice syntax, but be sure my users will be able to use it effortlessly by distributing to them compiled versions, then that would make both of our lives easier!

Would it make sense to describe your idea as a typescript for bash or sh?

I use this nice trick to use Clojure has a bash script. This auto-download clojure so this id quite portable and reproductible.

https://gist.github.com/ericnormand/6bb4562c4bc578ef223182e3bb1e72c5?permalink_comment_id=4547071#gistcomment-4547071

Previously I also used Haskell’s turtle lib that could run with a portable shebang and it could even be compiled later if you need more speed.

And when it is powerful enough you can make it self hosting.