I only used Launch4j on Windows, but in the downloads you can find Linux and MacOS versions as well. At the bottom of the webpage it explains that it can be built on even more platforms, if you have MinGW binutils 2.22 (windres and ld only) on those platforms.
If I remember correctly, you can't just pull out the exe created by jpackage, because it doesn't contain the runtime. The installer installs both the runtime and the exe. The exe created by Launch4j also doesn't include the runtime, but Launch4j is better at finding a system-wide runtime, and can direct the user to a specific download site (such as adoptium.net) instead of java.com. If you want to have JUST a single exe, then I think GraalVM's native image is the only option.
If I remember correctly, you can't just pull out the exe created by jpackage, because it doesn't contain the runtime. The installer installs both the runtime and the exe. The exe created by Launch4j also doesn't include the runtime, but Launch4j is better at finding a system-wide runtime, and can direct the user to a specific download site (such as adoptium.net) instead of java.com. If you want to have JUST a single exe, then I think GraalVM's native image is the only option.