There is a fundamental difference between math and system libraries.
Specialist software receives much less testing, especially on exotic
architectures. You can easily be the first one who builds X on Y and
run into some obscure bug. So it is valuable to collect mathematical
programs and make sure that they build on a variety of systems and
collect the patches to do so.

System libraries, on the other hand, receive much more attention. Just
building a whole distribution with a given libstdc++, say, is a great
testcase. Since you mention zlib, Fedora applies 2 patches to that
library. Does the zlib spkg also include those? Compiler and more
general system libraries are even worse. A lot of work goes into core
libraries, and it would be a total waste to duplicate that effort.

The default should be to not duplicate system libraries. Only in those
(few) cases where the OS does not have a usable packaging system /
ships a broken library / etc, the sage binary distribution (for that
OS) should include the library as a workaround.

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