A key to making good software is to build on top of other great software. By using other libraries that many others use, we reinvent the same things fewer times and we get more reliable software as there are more people using the same code.
A whole slew of features that curl provides require that it is built to use one or more external libraries. They are then dependencies of curl. None of them are required to be used, but most users will want to use at least some.
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