First, includes either need to be wrapped in angle brackets (for files included from the include path passed to the compiler) or quotes (for paths relative to the current file).
Second, the whole standard library would be huge to pull in, so it is split into many headers, even for symbols in the top level of the std namespace.
Any decent language with modules needs no make utility in the first place. You tell the compiler to build/update the program. The compiler compiles (if necessary) the interface definitions the program references, and in that vein recursively updates the whole tree, compiling anything that has changed; then links the program.
I didn't need any make utility when working with Modula-2 in 1990!