Well, what's the equiv to an exe file in Windows?
An ELF executable file, but I assume you meant Installshield installers not just regular executable files.
that's the kind of standards simplicity linux needs in some way or another.
Why? RPMs already work fine, as to .debs in Debian.
some smart pseudo-rpm solution that magically took care of dependencies is
There are already several of these, and they use rpms and debs. It's not a function of the package itself or the package manager to fix depency problems, that's why thinkgs like autorpm and apt were created.
And frankly if you can't download and install dependent RPMs Linux probably isn't for you. If you can get Debian installed you'll have the wonders of the Debian package manager and APT, which at the very least do the dependency fullfilling you want.