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So, when you download Python from python.org on Linux, what you're actually downloading is an installer that builds Python from source on your machine. Similarly, when you install Python with pyenv, it too is building from source.
(The notable exceptions here are (1) Linux distro package managers, which _can_ support, e.g., `apt install python3` and ship a binary, because IIUC they can rely on standardized system paths; and (2) the macOS installer on Python.org, which uses a Framework build.)