Desktop integration could be better documented or less frictionful

See discussion at prusa3d/PrusaSlicer#1431 for background.

In the past AppImage applications would ask whether they should insert themselves into the appropriate desktop files. This behaviour is apparently now deprecated, or at least least [not recommended](https://github.com/prusa3d/PrusaSlicer/issues/1431#issuecomment-601875217). This is unfortunate.

The two solutions that are proposed to be used in the AppImage [documentation](https://docs.appimage.org/user-guide/run-appimages.html#integrating-appimages-into-the-desktop) are to use [appimaged](https://github.com/AppImage/appimaged) or [AppImageLauncher](https://github.com/TheAssassin/AppImageLauncher). This adds an additional layer of friction for using AppImage, neither of these programs appear to exist as packages in ubuntu, debian, mint or arch main line repositories, and so for users wanting to install only a single or few AppImage applications need to go through essentially non-amortizable work to make desktop integration work.

Given that a significant proportion of users are likely to want desktop integration, the documentation for the approach should probably be more prominent.

I also have to say that the automatic registration of AppImages by appimaged in directories like `$HOME/Downloads` and `[any mounted partition]/Applications` is troubling.

It seems to me that having the option for a single AppImage application to manage its own desktop registration, explicitly, as was done previously, would be a benefit. Of course this should not prevent people from using the solutions above.

cc @probonopd