So I always assumed this was the case for other compiled languages. Is this something special in Golang and/or recently created languages?
On the other hand, if you want to cross-compile a C program using GCC, you need to separately build and install a complete gcc+binutils toolchain for every individual arch that you want to target. And you have to handle the dependency management yourself, which may be tricky if your dependencies' build scripts weren't designed with cross-compilation in mind.
Java is an example -- you'll want your your system java deployment to match the stuff stashed in your jar.
Erlang is compiled but usually releases bundle the VM up with the project, so you typically deliver a full directory with the VM packed in there.