Summary
I recently had a conversation with the creator of a framework that one of my applications depends on. During that conversation he mentioned as
For Linux, don't even think about bundling. You aren't smarter than the package manager or the packagers, and each distribution takes approach their own way - they won't be happy if you attempt to go your way. At best, they won't bother with packaging your app, which isn't great.
Keep in mind that in Linux, dependencies are automatically pulled in for you. It's not a matter of making the user get them. It's already done for you.
For windows, feel free to bundle, you're on your own there.