Although one advantage of requiring compilation is the user is probably more likely to use the latest version.
I'd rather trust the package/security team of my favorite distribution to do this for me.
When you live in the modern world of cattle not pets you optimize for things like this.
That being said our current nginx solution lives in a Docker container on top of Kubernetes so it would be fairly trivial at this stage to build our own nginx and bake it in... but I have to pick my battles.