the win9x and winnt platform are totally different.
microsoft is just trying hard not to expose the differences
between these 2 platforms.

for normal programs, a programmer may not need to target
a specific platform in order for his application to work on both
of them.

for system programs (dont know a better term for programs
that makes use of low-level kernel stuff/architecture) like
firewalls, system viewers, device drivers, etc... supporting both
these platforms would require having to create and maintain
almost 2 sources (1 for nt, 1 for 9x), much like maintaining
a system application for windows and linux.

and since majority of the users now use either win2k or winxp,
the nt platform is the preferred platform to support.

for your workaround (copying dependencies from one system
to the other)... you're lucky if you got something to work, and
maybe you can make it work for normal applications. but for
platform-specific functionalities, you may have to think twice
on this approach so that you don't waste too much time on
a lost cause.