I disagree that combining build and package management is a mistake, although I also agree that it would be ideal for a build/package management system to be able to manage other dependencies.

A big chunk of the problem is how libraries are handled, particularly shared libraries. Nix sidesteps the problem by using a complex system of symlinks to avoid DLL hell, but I'm sure a big part of why the Windows work is still ongoing is because Windows doesn't resemble a Linux/Unix system in the way that OS X and (obviously) Linux do. Its approach to library management is entirely different because once again there was no standard for how to handle that in C/C++ and so each OS came up with their own solution.

On Unix (and by extension Linux, and then later OS X), it was via special system include and lib folders in canonical locations. On Windows it was via dumping everything into C:\Windows (and a lovely mess that has made [made somehow even worse by mingw/Cygwin then layering in Linux style conventions that are only followed by mingw/Cygwin built binaries]). Into this mix you have the various compilers and linkers that all either expect the given OSes conventions to be followed, or else define their own OS independent conventions. The problem is of course now we have a second layer of divergence with languages that follow different conventions struggling to work together. This isn't even a purely Rust problem, other languages also struggle with this. Generally most languages that interop with C/C++ in any fashion do so by just expecting C/C++ libraries to be installed in the canonical locations for that OS, as that's the closest thing to an agreed upon convention in the C/C++ world, and this is in fact what Rust does as well.

In an ideal world, there would be an actual agreed upon C/C++ repository that all the C/C++ devs used and uploaded their various libraries to, with an API that build tools could use to download those libraries like Rust does with crates.io. If that was the case it would be fairly trivial to add support to cargo or any other build tool to fetch C/C++ dependencies and link them into projects. Because that doesn't exist, instead there are various ad-hoc repositories where mostly users and occasionally project members upload their libraries, but it's a crap-shoot as to whether any given library will exist on any given repository. Even Nix only has a tiny subset of all the C/C++ libraries on it.