I faced similar problems some years ago, and frankly even if you use Electron the tools aren't that great. So I made a new tool (Conveyor) along with a company (Hydraulic):

https://hydraulic.dev/

Conveyor is free to use for open source projects and works how you'd hope it works: it's a signup/account-free downloadable CLI tool. You run a single command from your dev laptop (or a cheap Linux CI worker) and it builds/signs all the packages for every target OS and CPU architecture in one go, uploads them, and integrates the app with a native auto update engine. Sparkle on macOS, MSIX on Windows, an apt repository for Debian/Ubuntu users. It'll even make a download HTML page for you that detects the user's platform and gives a big green download button.

There's a bunch of sample apps showing how to integrate it into your {Electron,JavaFX,Compose for Desktop,native} app. "conveyor generate javafx my-sample-app" will spit out scaffolding that uses Gradle, and there's a Gradle plugin to import all the build info into Conveyor too. End result is you do:

    ./gradlew jar && conveyor make copied-site

And a new version of your app is released, existing users will start to update. That's all there is to it. It'll use jlink, jdeps and so on to make an optimized bundled JVM for your app. The big remaining pain is still code signing - Conveyor understands all the signature formats and protocols natively and will handle all that, but you do need to buy certificates. If you don't it'll make self signed apps which can be distributed and used but which will require the user to bypass various warnings.