That is true. The main reason for this is that I have never needed to do app bundles so I don't know what is the proper way to do them. I have looked into this somewhat but at the moment this is not a priority. Patches and use case explanations are welcome.

There is now a wiki page and sample code on how to get this done. Fully integrated native support is probably not going to happen as it is a lot of work and does not save any user time because they need to do the embedding manually anyway. Scripts are simple and very suitable for this problem.

But it would much more natural to add app bundle support to generated Xcode projects.

That is true. However it would require someone with proper XCode experience to create. I have roughly zero knowledge of it. This goes to the general XCode backend as well, which is, to be honest, a bit crappy ATM.