Well they are dynamically linked but usually only to Apple provided libraries as far as I know. It's not like every app installs a dozen new dlls to your system and that's what makes the big difference. It's what makes Mac apps (at least traditionally) standalone and executable from anywhere.

I fear however, that Apple is currently destroying this design philosophy with the sandboxing. At least the application data folders have become way more complex now and I wouldn't like to troubleshoot them anymore, something that has been always been super easy.