docs: note that AppImage/.app packaging is left to interested users

Release binaries link system SDL2 (kept small); a self-contained AppImage
(Linux) or .app (macOS) is intentionally not shipped and easy to build for
anyone who wants one.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

Author: Appolonnius

README.md

@@ -54,6 +54,12 @@ produced by CI on every push — grab them from the **Actions** tab (artifacts
 Native file dialogs on Linux use **zenity** or **kdialog** at runtime (install
 one if your desktop lacks it).
 
+The release binaries link the system SDL2 rather than bundling it, to stay
+small and use your distro's up-to-date library. A fully self-contained
+**AppImage** (Linux) or **.app** bundle (macOS) is intentionally *not* shipped —
+if you want one, it is straightforward to build from these binaries and is left
+to interested packagers.
+
 **Windows** — SDL2 is bundled, so nothing to install:
 
 ```sh