I think it did before... - this is just a reminder to check this "someday" (as a test: add --disable-shared to the prepare step of the msys2 workflow)
Note: this option is generally not useful for GnuCOBOL as this means the whole libcob is included, which only makes sense for building 1 fat executable with no dynamic loaded modules, and leads to the binary falling under LGPL (which means: if binary is distributed, its sources must be as well; if just locally used - no problem).