As another user mentioned, they do, if the library maintainers take the time to do things correctly. The package I'm describing does not link outside of the virtualenv, the matlplotlib, opencv-python, and tensorflow libraries include all necessary dependencies (although you have to use a non-default renderer in matplotlib, because it doesn't bundle all of them).

What you say is correct, virtualenvs are not free from external dependencies always, but correctly build wheels are. Wheels and virtualenvs aren't the same thing.