On Linux it would be possible for ripgrep to talk directly to the kernel via documented system calls without libc, but that wouldn't work on any other popular OS.
Is malloc not a weak symbol in musl? I would expect it to be overridable like it is with glibc. Or does ripgrep only override Rust's global allocator?
That one, as you can see in the code linked above, it only does rust-level overriding as that was where musl's allocator was found to impact ripgrep (https://github.com/BurntSushi/ripgrep/commit/03bf37ff4a29361...)
Most Windows NT kernel functions take a buffer to use rather than allocating their own memory. Even many Win32 functions don't allocate (although there you have to be much more careful).
One isn't better than the other. Linux's approach allows binaries to be fully statically linked, which is a more predictable environment for binaries, but Windows's approach composes better, as every process loads DLLs and this allows for things like graphics drivers and COM to work more reliably. As things stand on Linux you can't use the GPU in a portable statically linked app, because the kernel doesn't define the semantics of dynamic linking.