For server binaries they're typically being dropped into Docker containers not scp-d to servers directly, and the moment you go there you can just use jib and get a JVM container easily so there's no difference in logistics.
For CLI tools whilst a single binary can be convenient, native-image lets you get those for JVM programs too these days. But it's not always the case that it's enough. In practice you will often hit the need for:
a. Cross platform / cross builds.
b. A way to easily update them for your users (that isn't "everyone mount this NFS/SMB drive")
c. Ability to ship other files e.g. third party libraries written in other languages, config files, data files, readmes ...
d. Possibly, avoiding virus scanners and Gatekeeper if you have users on Windows/macOS.
Conveyor [1] does support distributing CLI tools (in any language) that can then be updated via apt-get, the Windows package manager or Sparkle on macOS. If your language/runtime supports cross-building then it can do it all from your developer laptop, you don't need each OS to build for. The resulting artifacts are single files (deb, msix/exe, zip) and it supports both self-signing and regular signing if you want that.
It provides a few other neat features on Windows:
• One click install that immediately adds new tools to every single terminal session without needing restarts.
• If you want, silent background updates Chrome-style. If you don't, manually triggered updates.
• For JVM apps specifically it automatically configures the Windows terminal to support ANSI escapes, Unicode and other modern features so you can use all the same stuff as on UNIX without needing to futz around with win32 or wrappers.
Unfortunately the little default GUI that lets you trigger updates and add CLI tools to your path on macOS isn't officially launched yet, because it only works for JVM apps and not other types of program. But if anyone wants to try it just let me know, it's easy to activate.
If you don't need any such features then yes, a single binary can be a bit more convenient than a zip. But the number of situations where it breaks down is pretty high and it's not so hard to handle multiple files.
[1] https://hydraulic.software/