The difference will be painfully clear once you try to walk a junior developer through installing and linking new files to a large project in Visual Studio, vs "copy this .h file here and include it".
Whether or not a "good build system" should handle it, the fact that single-file libraries are much preferred these days should demonstrate most people don't have such a build system
Whether or not a "good build system" should handle it, the fact that single-file libraries are much preferred these days should demonstrate most people don't have such a build system