DLL and exe are similar issue, but at least, once the DLL and library are available, they have a chance to be forward compatible for many years.
For example SDL_image (of SDL1) is a pain to compile, with dependencies :
- libpng
- which requires zlib
- libjpeg
- tiff
- (more?)
Once you manage to determine correct versions which are all compatible with each other, the resulting library and DLL are precious : They are compatible with any program which use SDL_image, no matter if it was written (or compiled) in 2006 or 2016, because the API hasn't changed ever. This is one less problem to worry about.