Actually, it does not. If that's what you want then you are free to implement your windows-like installer. The process goes something like this:
* Install all binaries (executable and dynamic libraries) in a target directory (say, /opt/<your_app> or /usr/local/<your_app>)
* Create a shell script that sets the LD_LIBRARY_PATH to the directory where you've installed your program files and afterwards runs your application
* Run the application by launching the script
I would also like to add that the Windows-like process you've mentioned is also a crude hack developed to get around Windows' DLL problem.
Having a fully statically built binary is not difficult, but it isn't the default. People still often use dynamic loading for its benefits.
People wanting to distribute apps on the Windows way are going to run into problems, but the opposite is even more true...
Look at the failure of autopackage and the recent Snap and Flatpak efforts for proof of this.