Some crates have the same issue where build scripts rely on outside tooling being installed, but it's definitely not common to (unless you're relying on compiling C/C++ code for FFI for example, in which case it's somewhat frequent).
Consider that, even if you want to use packages only from your application's virtualenv, the default (footgun warning!) is that Python will still use the "system" packages -- this means you may have installed Ansible or some other tool that relies on Python and many packages from the distro package manager. But your app could pick up one of those dependencies! At best, this will work fine. But in the worse cases, perhaps it subtly behaves differently or simply does not work at all.
My understanding is that Rust will, by default, statically link all of these dependencies. This, in Python, would be like a "pex" or "par" (or one of the many other options :^)), which does make the distribution aspect much simpler. (At the cost of build-time complexity, slowdowns, and occasional incompatibility.)
With Ruby, you are expected to update frequently. New ruby versions are eagerly awaited and all the major packages are updated pretty quickly.
But it doesn't harm the point I was getting at, which is that being a dynamic language doesn't give Python an excuse compared to Rust in itself when there are highly successful adjacent examples. Obviously there are other factors that come into play, or it would be ancient history by now.
Yes, Python packages often make poor assumptions about what setup.py can do (i.e., _anything_), and so you end up choosing between "tested, supported by the author, and old" or "untested, unsupported, but up to date".