Earlier quoted context omitted.
It feels strange that you're unfamiliar with the headaches that brings for cross platform projects.
Those headers have code that most likely require linking with other libraries, many of each are not available in source code that one can dump into an header file. So it appears like a little convenience just for not having to deal with installing binary libraries, at the expense of wasting everyone's time. The time I waste installing a binary library? Once per platform for the longevity of the project. The time I wa…
For a start there are 4 incompatible standard libraries (dll vs static, debug vs optimized) and that's already a big headache. Also to a mix, a bunch of Visual Studio versions with enough difference to make it frequent that one compiled for e.g. 2010 doesn't work with 2015 or vice-versa.
To me the nature of those small libraries (regardless of the number of source files) is that they are highly portable and designed to always be compiled from source code to prevent those issues.