Depending on how you build SDL2, your application could be entirely statically linked at build time, but you could still be using libraries dynamically loaded at runtime for other necessary system components: https://github.com/libsdl-org/SDL/blob/c59d4dcd38c382a1e9b69...

This is a hard requirement if your application uses OpenGL or Vulkan, you can't really statically link those libraries at all, and you have to use dlopen/dlsym to check each individual function in order to support extensions.