There have been reports in the moonlight discord that the AppImage does not run on all linux distros.
See here: loki-47-6F-64/sunshine#267 (comment)

Most likely the AppImage is missing runtime dependencies.

This may be useful: https://bbs.archlinux.org/viewtopic.php?pid=1994258#p1994258