Once you statically link to the plugin’s module you have a hard dependency and the module must be present, or otherwise the game will fail to load. You could also create a so called monolithic binary, in which case all dependencies would be compiled and linked into a single huge executable. There would be no DLLs in that case (except for third party dependencies maybe).
That being said, I’m not 100% sure to what extent we already support monolithic linking of plugin modules. I remember that a couple months ago there were still problems with that approach. You may want to start a separate AnswerHub thread if you’re interested in more details.
Another thing to be aware of when hard linking to plugin modules is that you effectively stop using the module as a plugin - it becomes a library instead. This may have subtle undesired side effects. For example, what happens if the plug-in gets updated and its API changes? You would have to recompile your own project, or else it will crash on start or have other undefined behavior.