It always baffles me when a library comes with its own arcane build code. Instructions like "Requires Python" invariably turn out to actually mean "Requires hours of debugging".
Sure some of those libs may have some define you need to set in one of your .c files so the implementation will go there but then whenever you change that file it will result in a recompile of the third-party lib. So then you go and create a separate .c file just for the lib and we're back to why the lib author didn't do that in the first place?
No, I think what sqlite does is pretty neat. If you're doing development in the sqlite code-base you have lots of files (so you can manage it) but if you just want to use sqlite, you have the amalgamation which is one .c and one .h.
In languages that do have "real" macros, you don't see the same problem. (On the other hand, in most of them, you see a need to call out to a C compiler to generate FFI code, which is sometimes just as bad when you're using a PL with a managed runtime and your build-env didn't otherwise have any need for a C toolchain.)