Welcome to discourse!
1.4.1 is kind of an old version, do you need this specific version? Why not use e.g. 1.6.2 (the latest stable release?
The whole purpose of those packages is to save the vast majority of users the hassle of having to build dependencies manually. “They” are real people that also frequent this forum.
If you post the error message you’re getting, we may be able to help you with whatever error you’re actually seeing.
Because a package may require a specific version of Zstd and you may not have that installed/other programs on your system don’t work with the version the package needs?
The purpose is to isolate julia dependencies from system dependencies, because crosstalk between different programs requiring different setups/libs/versions is so very often a major point of breakage (e.g. have you tried installing CUDA before?). A lot of packages will give you the option of specifying a system install instead though, which will try to use whatever you have available on your system (e.g. MPI does this).