Yes, installing something without the user knowing is not really good, how you wrote it is how it supposed to be done, so that the user knows what libraries one had installed. At least the user should be asked whether to install these libraries, but then of course every question makes it more difficult for the beginners, when one doesn’t really know whether to answer yes or no. One may add an advice maybe, if not sure say yes.
I would prefer to use a python script for all installing and building, both in Linux and Windows. I’m a minimalist though, some may not find it advanced enough, but simple things often work the best. It is simpler and also more flexible. So that the user just runs that script to install everything and build, maybe also run, so all one has to do to run the game after it is installed, is to run that script. But to not do everything blindly, the script may have to ask some questions.
deb packages have dependencies though, so if you distribute it as a deb package, maybe just add dependencies. But dependencies are also like a kind of blind installation, the question is whether they are proper to add to just a game.