When I started to examine the RoxApps (to create my RoxApp-Builder) the ones I found around the forum all had a AppRun shell script.It's packaged as a Rox-App*, but contains only python files*.
Much later I discovered the RoxApp section for the Rox filer - and all of them (which I downloaded and tested) included a AppRun python script. Seems to be generally used in the Rox Filer's provided RoxApps.
I like the RoxApps very much and my current RoxApp I'm working on, has code to rebuild itself, to have right-click menus for all Projects, local and online Manuals, WAV & MP3 mixed down etc.pp. to access.