The primary reason for this is to avoid dealing with FluidSynth's rather messy compile setup.
This also protects us from breaking API/ABI changes like between version 1 and 2.
This still needs work for Linux/macOS to deal with glib. Windows works fine.
If the same global variable is used by executable that linked to ZMusic dynamic library, both definitions may clash
For example, Linux builds of GZDoom and Raze could crash on exit because of double free, std::string destructor was called twice on the same module_progdir variable
