Well, the ConvXXX.dll files are dependencies of DBProBasic3DDebug.dll, which is included because of the make object cube
call. The same goes for the shaders (it's possible that DBProBasic2DDebug.dll includes quad.fx if it's used for sprite rendering, but I don't think so).
The 3D engine incorporates lighting (light 0 and ambient lighting is always active by default in a 3D scene) and autocam is on by default so that accounts for why DBProLighDebug and DBProCameraDebug are included. Certain functions in DBProBasic3DDebug can use vectors and the camera dll have functions that use matrices, so that's why DBProVectorsDebug.dll is included.
Now we have lots of libraries already and they too are dependant on other libraries; a camera can be set to an image so DBProImageDebug is included if DBProCameraDebug is in the executable. Images can be drawn to the screen (which is probably handled by DBProBasic2DDebug), as can sprites and text so then DBProBasic2DDebug includes DBProSpritesDebug and DBProTextDebug.
Finally DBProSetupDebug.dll is used for lots of internal data passing; I'm actually quite surprised that one isn't included in the simple print example too, but print
is one of very few of the accessible functions that are actually defined in DBProCore.dll so I suppose that's why no external setup is required there.
"Why do programmers get Halloween and Christmas mixed up?"
Because Oct(31) = Dec(25)