Yes, I've used shiv and PEX in the past, and I love those. But that means "adding a build step". Also, as far as I understand, by default, those tools normally decompress the generated zip file on startup, but the decompressed artefacts have to be manually cleaned.
I think they are worth for more complex apps (I actually have a draft blog post with some experiments I did using PEX + gunicorn), but for my use case, it's not worth the effort when I only need the standard library.