Windows developers tend to stuff directories full of DLLs if they need to ship dependencies, they're not statically linked per se.
Regardless, it's incredibly complicated to compare linking behaviour between Windows and Linux. Windows has tons of components built into the API (and which is maintained by Microsoft) which you'd need an external dependency for in Linux. Microsoft provides interfaces for things like XML processing, TLS connections, file system management, sound libraries, video libraries, rendering engines, scripting engines and more. If there's a vulnerability in WinHTTP, Microsoft will patch it; if you statically link curl, you'll have to fix it yourself.
Of course many open source developers will statically link binaries because that way they don't have to write platform specific code themselves, but they only need all those dependencies because your average distro is pretty bare bones if you strip it to its core components. If you write cod Linux, you're not even getting a GUI by your base platform, you'll have to provide your own bindings for either X11 or Wayland!
Most third party Windows software I run is some application code and maybe a few proprietary DLLs that the software authors bought. Sometimes those DLLs are even just reusable components from the vendor themselves. Only when I install cross compiled Linux software do I really see crazy stuff like a full copy of a Linux file system hidden somewhere in a Program Files folder (GTK+ really likes to do that) or a copy of a modified dotnet runtime (some Unity games).
The big exception to the rule, of course, is video games, but even those seem to include fewer and fewer external components.
Development becomes a lot easier when you can just assume that Microsoft will maintain and fix giant frameworks like the .NET Framework and the Visual C++ runtime (basically libc for Windows) for you. Microsoft even solved the problem of running multiple versions of their C runtime on the same machine through some tricky hard linking to get the right dependencies in the right place. As a result, most Windows executables I find in the wild are actually linked dynamically despite the lack of a library management system.