Unless C libraries are involved. Which is almost always the case.
Second, wheels allow installing c dep tranparently now. And the top 20 c dep have wheels for windows, mac and most linux.
However, how many projects still have "psycopg2" in their setup.py (or is it requirements.txt? ;) instead of "psycopg2-binary"? I just found out that the latter exists when I checked PyPI.
It's also for me a way to acknowledge the huge work the community has been putting into fixing what's been asked.