Yes, but then extensions can already release the GIL and use the simple and industrial strength std::thread, which is orders of magnitude easier to debug.
C++ has apt-get etc. because the libraries do not change all the time. Also, of course there are vcpkg and conan.
Whenever you try to build something via pip, the build will invariably fail. The times that NumPy built from source from PyPI are long over. In fact, at least 50% of attempted package builds fail.