Yes, Nim has this. There is a caveat though, but AFAIK Go has the same problem.
Certain Nim modules/packages might wrap a C library. If you use those then your binary will typically depend on a DLL for that C library. With some effort you can statically link against those libraries, but I wouldn't call that easy. This is in particular a problem when you're using regex or SSL, the former depends on PCRE and the latter on OpenSSL/LibreSSl.
Go benefits from having native implementations of those written in Go. We also now have a regex engine[1] implemented in Nim but it hasn't made its way into the stdlib yet (that is planned though). But you can use it pretty easily as a package if you want to avoid the dependency on PCRE.
1 - https://github.com/nitely/nim-regex