Apparently the wrapper for openspecfun (SpecialFunctions.jl) just wants to remain that.
Whether to separate wrapper and native libraries is a matter of style/preference. Personally I find it cleaner for many reasons, one of which is versioning: for a wrapper package you mostly follow changes in the library that is being wrapped, and aim for feature completeness, while a native library is more open.
Given how lightweight Julia packages are, I usually keep things modular unless there is a reason not to.