> make a portable build of the software you are creating is such a basic feature

That is easily doable. However users often don't want a copy of a large runtime for each and every program they use, so it often makes sense to move common things (like DLLs, runtimes, your OS) to libraries that can be shared.

You can easily make dotnet apps in either flavor to your liking. And not every developer is going to make their apps to appeal the your needs.