Boost::zlib is basically part of Boost::iostreams, and depending on how you configure Boost, it can either be a separate library or get embedded into iostreams.
With the third-party-but-linked-on-Boost's-website package we've been using for years, it's a separate library.
Before https://gitlab.com/OpenMW/openmw/-/merge_requests/4307, we needed to explicitly link with it as CMake wasn't handling transitive dependencies for us.
With vcpkg, it's embedded, and doesn't have its own CMake config, so we couldn't explicitly link with it even if we wanted to.
Now CMake *is* handling transitive dependencies for us, we don't even need to think about this library.
It's all automatic.
Boost::locale, on the other hand, used to be something we used directly (I think for doing UTF-16/UTF-8 conversions when dealing with Windows paths).
However, it isn't anymore, and we just didn't purge it from our CMake when we should have.
It can go.
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