The text of the system library exception in GPLv2:
> However, as a special exception, the source code distributed need not include anything that is normally distributed (in either source or binary form) with the major components (compiler, kernel, and so on) of the operating system on which the executable runs, unless that component itself accompanies the executable.
Emphasis on unless that component itself accompanies the executable. There's a long history of discussions of this clause, and many of them make the point that this exception is designed to allow FOSS projects to distribute software for proprietary OSes (e.g. link to proprietary Windows or UNIX libraries), but not for the OS distributors themselves to be able to distribute FOSS code alongside their proprietary OS.
(Note that the GPLv3 broadened this exception, and no longer limits it on the basis of "unless that component itself accompanies the executable". So it's entirely possible that OpenSSL could be considered a system library for the purposes of GPLv3, while not being considered a system library for the purposes of GPLv2.)