Most microcontrollers are far too constrained to be a realistic target for SDL. The Pi Pico only has 264 kilobytes of RAM. The ATmega328P that runs most Arduinos only has 2 kilobytes RAM (and only 32k for program storage). ESP32-based systems also typically have under a half a megabyte of RAM
There isn’t even a standardized way to get video and audio out of them.
As to your first point, if you’re at the point in your program of calling SDL_Quit then what does it matter?