Another potential issue that I'm thinking of, is that if you have these dependencies shipped by distribution packages, you may end up in a situation where an application starts using them as their own dependencies, instead of the non-wine-specific versions.
Clearly it's not a good practice, but you can't prevent it as soon as distributions provide the packages, and I can imagine a few reasons why they would do so (because it's convenient and the non-wine-specific version isn't packaged, or at a different version).
If we only build them as part of Wine, you really have to build your application against Wine build tree to end up in the same situation.
Of course, we can then consider that it's not our problem and don't care about breakage a dependency update could cause, but still...
Cheers,