Ubuntu used to ship their CDs with an installer that wrote to a virtual disk file and let you boot from it.

https://wiki.ubuntu.com/WubiGuide

They've since dropped the idea but you can still cobble together something similar.

https://unix.stackexchange.com/questions/309900/deploy-linux...

It still exists as a fork and works perfectly

https://github.com/hakuna-m/wubiuefi/