* On windows it's strongly desired to be able to compile straight out of
a clean checkout or source download. This means anyone can download
the source and investigate something quickly, without having to worry
about the hassle of figuring out how the project downloads 3rd party
dependencies, fetching them, getting them registered in the right
place.
* This can't be put in a submodule as git submodules don't get
downloaded by default so people new to git will get confusing
compilation messages, and someone downloading the source from github
directly without cloning via git won't get submodules included.
* It does add some extra size to a fresh download/checkout which is
unfortunate, but absolutely worth the cost. Shallow checkouts still
aren't unfeasibly large, and it's only a one-off cost at clone time.