I am repeating stuff I learned over the years from internet discussions, e.g., on the 9fans mailing list, rather than from direct experience in writing GUIs in Plan 9 and in X. I think when the decision was made to add DLLs to Unix, Xlib, the library a program would use to talk over the socket, was itself too big to fit in memory if a separate copy got statically linked to every program that displays a GUI. (The Wikipedia page for Xlib says that one of the two main aims of the XCB library, and alternative to Xlib, were "reduction in library size".)

I'm not advocating for removing DLLs from our OSes, BTW. Nor am I advocating for Plan 9.