The system libraries should only ship system stuff: interaction with the OS (I/O, graphics basics, process management), accessing network (DNS, IP and TLS). They should have stable APIs and ABIs.
Windows isn't hostile. It has a differnt paradigm and Unix (or more correctly usually GNU/Linux) people do not want to give up their worldview.
PCRE is basically only your apps's dependency. It has nothing else to do the rest of the operating system. So it is your responsibility to know how to build and package it.
All dependencies should be vendored into your project.