Which is exactly how it works in Python.
I'm pretty sure too I'll very quickly run into dependencies hell by picking randoms ruby/python programs. Just take a look at that SO question:
That SO question is about a tool for "setting the environment on the right compiler binary and retrieving dependencies". But you can also do it manually just fine; that's how I usually did it, in fact. Just retrieve the dependencies to a directory and call Python with PYTHONPATH set to it.
Pyenv is essentially the same as Go's new modules tool, it's just not called through the same binary as the interpreter/compiler.
Interpreted languages have their uses, of course, but there's a clear difference in both ease of deployment and development between the realms of interpreted languages (Ruby/Python/PHP/etc.), VM/IL/JIT based languages (JVM/.NET/etc.) and 'plain old' compiler based languages (C/C++/Rust/Go/etc.).
Yes; with Python, you can both run directly from source without wasting time compiling after each change, or you can produce a standalone binary (dependent only on libc) for distribution, using a tool like PyInstaller. Plain old compiled based languages are much more limited.