Um, no... they are always as self-contained as the app allows. Not all apps have way to specify the config directory, though, and in that case, it will copy to/from AppData.
Sigil used to be like that. The solution is to modify the source code to support relocation e.g. via environment variables, then recompile.
PortableApps usually works with published binaries I believe. And they sure as heck don't maintain complex patchsets against every app...
Whatever, though, because that philosophy has no relevance to "how do I portablize Sigil".