This appears to be the case in the EU (although the is no case law yet). According the this article [1] of the EU "linking two programs does not produce a single derivative of both (each program stay covered by its primary licence)" because Directive 2009/24/EC allows this: "any portion of code that is strictly necessary for implementing interoperability can be reproduced without copyright infringement".

Even static linking might not create derivative works. The method of linking is just a technical detail that is not relevant.

[1] https://joinup.ec.europa.eu/collection/eupl/matrix-eupl-comp...