This is because they are just for Setup.hs, so they are just used at build time
and completely isolated from the normal components' dependencies.
This was previous implemented in 8a8f0408cd, but
reverted in e69c7f5641 because it broken
setup-depends non-cross in haskell shell environments (custom Setup.hs in cross
shell environments has never worked). This version adds a special native
exception to avoid that breakage.