That’s a false statement (depending on interpretation). Whether a PyPI package has wheels is entirely at the discretion of the package maintainer, who is responsible for compiling all source and binary distributions; PyPI does not compile anything and only accepts uploads, verbatim. If the maintainer doesn’t upload wheels or doesn’t upload wheels for your platform, then no wheels for you (not from PyPI). In general compiling statically linked wheels (when you have C extensions and external dependencies) is a fairly involved process.
At the moment there are six platform tags for Linux wheels supported by PyPI: manylinux{1,2010,2014}_{x86_64,i686}. Each is based on a CentOS release with very old glibc. See
https://github.com/pypa/manylinux
PEP 513 - maynylinux1 https://www.python.org/dev/peps/pep-0513/
PEP 571 - manylinux2010 https://www.python.org/dev/peps/pep-0571/
PEP 599 - manylinux2014 https://www.python.org/dev/peps/pep-0599/
As others have mentioned, Alpine's repository does include Alpine-compatible binary versions of many popular Python packages. So you can often save yourself a lot of trouble by using apk instead of pip to get those.