I never really liked AppImages. Until I got one recently that asked if it was allowed to be in my menu... Game changer!
Now, if they would just automatically move to a ~/apps folder, be executable and indeed, in the menu. My love for AppImage would grow orders of magnitude. Even more if they could self update.
Right now, snaps are the only universal packaging format that really gives me a smooth experience (install experience that is.)
You could always just rig up a couple Bash aliases and change where your menu works. Say for example appimg() { chmod +x $1; mv $1 ~/apps/ } and then bind a key sequence to `$(ls ~/apps/ | dmenu)`.
Not to dismiss your reply, but I've always thought that the "just open the terminal and..." kind of solution that is always brought up is holding Desktop Linux back.
There's a workaround for almost everything. Wherever there is a workaround, the problem becomes less severe. As a result, it is less likely to get fixed.
There is nothing preventing AppImages to work like app containers on Mac OS except lack of integration that comes out-of-the-box. Advocating for that integration becomes more difficult, when you can "just open the terminal and...".
I did use a terminal to install the AUR package on my system, however. ;)