Here's a bit of a clue to how it works:

    ./python 
    Python 3.11.4 (heads/pypack1:65ac8ac, Oct 16 2023, 02:35:05) [GCC 11.2.0] on linux
    Type "help", "copyright", "credits" or "license" for more information.
    >>> import sqlite3
    >>> sqlite3
    <module 'sqlite3' from '/zip/Lib/sqlite3/__init__.pyc'>
    >>> import pathlib
    >>> list(pathlib.Path("/zip").glob("*"))
    [PosixPath('/zip/.symtab.amd64'), PosixPath('/zip/.symtab.arm64'), PosixPath('/zip/usr'), PosixPath('/zip/.cosmo'), PosixPath('/zip/Lib'), PosixPath('/zip/build')]

From Python's point of view there a "/zip/" folder with stuff in it, presumably stuff that's hidden inside the fat binary.