Some crates have the same issue where build scripts rely on outside tooling being installed, but it's definitely not common to (unless you're relying on compiling C/C++ code for FFI for example, in which case it's somewhat frequent).
Consider that, even if you want to use packages only from your application's virtualenv, the default (footgun warning!) is that Python will still use the "system" packages -- this means you may have installed Ansible or some other tool that relies on Python and many packages from the distro package manager. But your app could pick up one of those dependencies! At best, this will work fine. But in the worse cases, perhaps it subtly behaves differently or simply does not work at all.
My understanding is that Rust will, by default, statically link all of these dependencies. This, in Python, would be like a "pex" or "par" (or one of the many other options :^)), which does make the distribution aspect much simpler. (At the cost of build-time complexity, slowdowns, and occasional incompatibility.)