With a code base that builds with pyinstaller on a Windows 10 Home system, and on appveyor. For example:

Dash 75dd852554

Run a pyinstaller script like:

pyinstaller 
    --distpath=scripts/built-dist 
    --workpath=scripts/work-path 
    --noconfirm 
    --clean 
    --icon dash/assets/uic_qrc/images/DashIcon.ico 
    --specpath scripts 
    scripts/Dash.py

On Windows 10 Home and premium, you will see a succesful build. On appveyor, you will see lines like:

...
493882 INFO: Building PKG (CArchive) out00-PKG.pkg
494023 INFO: Bootloader c:\miniconda\envs\conda_dash\lib\site-packages\PyInstaller\bootloader\Windows-32bit\run.exe
494023 INFO: checking EXE
494023 INFO: Building EXE because out00-EXE.toc is non existent
494023 INFO: Building EXE from out00-EXE.toc
...

Change the Dash.py filename to Dash, and rebuild with the command:

pyinstaller 
    --distpath=scripts/built-dist 
    --workpath=scripts/work-path 
    --noconfirm 
    --clean 
    --icon dash/assets/uic_qrc/images/DashIcon.ico 
    --specpath scripts 
    scripts/Dash

Windows 10 Home will still build fine. The appveyor build will break however, with the message below:

...
90423 INFO: Building PKG (CArchive) out00-PKG.pkg
Traceback (most recent call last):
File "c:\miniconda\envs\conda_dash\lib\runpy.py", line 174, in _run_module_as_main
    "__main__", fname, loader, pkg_name)
File "c:\miniconda\envs\conda_dash\lib\runpy.py", line 72, in _run_code
    exec code in run_globals
...
    code = get_code_object(nm, pathnm)
File "c:\miniconda\envs\conda_dash\lib\site-packages\PyInstaller\building\utils.py", line 545, in get_code_object
    co = _load_code(modname, filename)
File "c:\miniconda\envs\conda_dash\lib\site-packages\PyInstaller\building\utils.py", line 521, in _load_code
    assert loader and hasattr(loader, 'get_code')
AssertionError

This happens in a wide variety of contexts, with various indicators pointing back to the lack of the .py extension being an issue:

Github issue SO Discussion

This can be particularly insidious to track, as you'll spend most of the time searching the git diffs for file content changes, instead of file extension changes.