Are you asking if mold can link an executable file and its depending .so files into a single binary? If so, neither mold nor other major linkers can't do that.
Well, an .a file is just an archive of object files. Turning several object files into a single binary is pretty much what a linker does. However, you can't really automate this because object files might have external dependencies and the linker needs to know what these dependencies are.
Technically, Linux and macOS allow to build a shared library with undefined symbols and let the loader figure it out, but I wouldn't recommend it (it's easy to miss linker errors). On Windows, however, this is not possible.
EDIT: also, building with unresolved symbols requires the host application to know about and link all the required external libraries, which is usually not what you want...
Can this one statically link shared libraries? That would be a great feature.
EDIT: I realize that such a feature would necessarily involve a fair amount of black magic. But it does not seem an impossible endeavor.