This is what ray said:

"Please do not do this. Importing a specific module should not modify the way that process loads subsequent DLLs."

(https://github.com/numpy/numpy/pull/10229#issuecomment-354846459)

What I'm proposing to do is write a tool, widely used like auditwheel, that will copy shared libraries into the .libs folder and then patch __init__.py in all packages in order to modify the DLL search path to add these folders.

If everyone's okay with that, we can close this issue. But if everyone's not okay with that, then we need to document that it's Python's responsibility to do this.