Just imagine you're linking against the MSVC10 runtime and want to distribute your program to people who run Vista. How could the runtime even be part of the system? It didn't exist back then.
So you have to bundle your dependencies anyway and you need to do that with everything else you use as well. The OS does nothing else: It ships with the dependencies it needs. If there was no program in a standard Windows install that used the C++ runtime (very unlikely, I know), there probably wouldn't be a C++ runtime distributed with it (well, apart for that pesky problem Raymond acknowledges where people link against DLLs included in the system that are not system DLLs – probably the same reason why the VB6 runtime is still part of Windows).
So why do I need to distribute it? Why can't it be part of the standard install machinery "oh btw my program needs MSVCR10.DLL be a dear and fetch it from Windows Update"? Heck, this could be embedded in a manifest inside the .exe - "I need these MS libs with these versions" and when you double-click Explorer could parse that, check that those are installed and if not launch a "this program requires additional components installed from Windows Update, please wait".
And I don't want them to ship future versions of the runtime that don't exist yet, just the current ones. So when I build a .exe and give it to someone on the same OS they can run it.
What's bizarre is that it's easier to create a .NET program that runs on every supported version of Windows without having to worry about installing the prerequisites.
Simply compile to .NET 3.0. You can do this even on Visual Studio 2013. The resulting program will run on Windows Vista and Windows 7 without any install. It will also run on Windows 8 and 8.1, which bundle .NET 4, because Windows will automatically install .NET 3.5 when your program attempts to run.
This scenario doesn't work for Visual C++ programs. Each new version of Visual C++ ships with a new runtime library, and it's neither bundled nor automatically installed by Windows.
In other words, .NET executables are more portable than Visual C++ executables! Talk about bizarre.
So you have to bundle your dependencies anyway and you need to do that with everything else you use as well. The OS does nothing else: It ships with the dependencies it needs. If there was no program in a standard Windows install that used the C++ runtime (very unlikely, I know), there probably wouldn't be a C++ runtime distributed with it (well, apart for that pesky problem Raymond acknowledges where people link against DLLs included in the system that are not system DLLs – probably the same reason why the VB6 runtime is still part of Windows).