One isn't better than the other. Linux's approach allows binaries to be fully statically linked, which is a more predictable environment for binaries, but Windows's approach composes better, as every process loads DLLs and this allows for things like graphics drivers and COM to work more reliably. As things stand on Linux you can't use the GPU in a portable statically linked app, because the kernel doesn't define the semantics of dynamic linking.
However given how fundamental GPU acceleration is (as well as various other pieces of dedicated hardware in various scenarios) it would be nice if the kernel defined some basic portable semantics for linking with important drivers. These could exist independently of libc and the rest of userspace purely as an optional fallback.
... or we could all just include a glibc compatible dlopen routine in our statically linked binaries instead of worrying about pedantic hypotheticals.
Also I did not say "just use glibc" but rather suggested to just include a secondary glibc compatible dlopen routine. Exactly as you would have to do if the kernel bothered to specify.
So just pretend they did that and include a second dlopen routine and get on with life because at that point you're compatible with ~all major linux distros.
Far more pressing is a blessed filesystem path for where to find the things.
Most Windows NT kernel functions take a buffer to use rather than allocating their own memory. Even many Win32 functions don't allocate (although there you have to be much more careful).