Sure, but it becomes a pain when you have several dependencies. Take LuaSocket, for example: it has binary modules, Lua scripts, and folder-related requirements to deal with.

Static linking itself is not a problem for Lua.

If all you want is a tiny script that checks the weather or downloads a file, having to manually link or bundle all those pieces just to ship a standalone executable is a lot of work. That's one of the problems clx aims to solve.