copyparty-sfx.py is a custom packer (see this reply) created by make-sfx.sh, and copyparty.pyz is a standard zipapp, created by make-pyz.sh. The zipapp has more disadvantages than the sfx.py, so that's the default/recommended build.

sooo this is one of the things that started with someone saying "wouldn't it be funny if..."

if you open copyparty-sfx.py in a text editor, you'll see how -- but please make sure to use an editor which is able to handle about 600 KiB of comments which contain invalid utf8 / binary garbage 😁

I ended up rolling my own packer since I wanted optimal encoding efficiency, and everything I could find would do stuff like base85 or ucs2 tricks, but it turns out python is perfectly happy with binary garbage in comments if you declare that the file is latin-1 so it realizes all hope is lost :D

the only drawback of the sfx.py is that it needs to extract to $TEMP before running, so that's the slight advantage of the zipapp (the .pyz alternative), but that suffers from some performance reduction in return, and is more hermetic (doesn't let you swap out the bundled dependencies with fresh versions as easily if necessary)