Construct classic had a runtime and plugins made from compiled c++ as an exe and dlls. When exporting all game resources were then just put into the exe.
Gamemaker does something similar as far as I recall. At one point before they added encryption they just put all the game scripts as is inside the exported exe, and the exe would read and run it. It probably does the same now.
Gdevelop looks to have the option of generating c++ code from the game project and some compiler is used. They may use resource packing as above because a compiler doesn't seem to be required.
zGameEditor looks to implement it's own compiler that generates an exe directly.
Godot uses precompiled runtimes that resources are packed into as well.
Unity may either just pack resources or utilized a c# compiler to generate the exe.