Usually distros are one or two versions behind what many developers consider to be minimum viable version. For python especially, but also compilers if you want bleeding edge c++20 support.
So then you need to either compile from src, or sideload install it and pray that cmake finds your new version instead of preferring the distro installed version.
I've built it too. That's not the point. It's the yak shaving of "I just want to compile this thing here" that turns into "what options do I need for building Python", and "how do I then get these third party Python modules with a custom install script to install into the correct Python path. And what exactly should I set PYTHONPATH and LD_LIBRARY_PATH to".
Keep in mind that I have to do all this just to build some C++ binary because someone decided to not use autotools.
>Well that just means CMake has nothing at all going for it, if they are as portable.
Sorry, just to be clear, Visual Studio does not have built in support for autotools. (Unless they added it recently and I wasn't aware) But, there are a number of other less convenient ways to get that to work on Windows.