Even on the "hard" cases like Windows, it may be possible to define a
standard approach that goes something along the lines of defining a
standard location that (somehow) gets added to the load path, and
interested parties provide DLLs for external dependencies, which the
users can then manually place in those locations.

Or there's the
option that's been mentioned before, but never (to my knowledge)
developed into a complete proposal, for packaging up external
dependencies as wheels.

In some ways, Windows is actually an *easier* platform in this regard,
as it's much more consistent in what it does provide - the CRT, and
nothing else, basically. So all of the rest of the "external
dependencies" need to be shipped, which is a bad thing, but there's no
combinatorial explosion of system dependencies to worry about, which
is good