Makeself generated self-executable installer (see https://makeself.io/), also known by their .run extension, are a common and popular way of packaging.
Put simply, they embed in a single file both the extracting script together with the tar archive with the package. After extracting it, a custom command can be executed (e.g. the actual custom installer).
It may be needed in some cases to just get access to a file in the archive embedded in the .run, without having to fully install/extract the package.
Makeself gives the ability to pass options to the tar command executed internally, so that it is possible to control the extraction process.