Most AppImage files are full compiled applications on their own, no need to “install” anything. Just run them directly to start the application.
You may need to expand in your post what it is you’re doing exactly? Or maybe you downloaded the one Appimage that is an installer for something and it is designed to remove itself after installation? Doubt that is what is happening but can’t entirely rule it out.
Most AppImage files are full compiled applications on their own, no need to “install” anything. Just run them directly to start the application.
You may need to expand in your post what it is you’re doing exactly? Or maybe you downloaded the one Appimage that is an installer for something and it is designed to remove itself after installation? Doubt that is what is happening but can’t entirely rule it out.