I don't think I've ever seen one of those. I've often had to install libraries, such as VC++ runtime, openssl etc, and I've
also seen zips with one or two DLLs included with the miner EXE. I guess they weren't statically linked either, but I
managed.
The HOdlcoin Qt wallet / Daemon is one such example of a distribution binary. (as are many other coin wallets).
packaging a supporting .DLL(s) is also common, but the binary (.EXE) needs to be able to recognize and use the .DLL(s)