How to build a Open3d.dll without dependency on zlib1.dll

### Checklist

- [X] I have searched for [similar issues](https://github.com/isl-org/Open3D/issues).
- [X] For Python issues, I have tested with the [latest development wheel](http://www.open3d.org/docs/latest/getting_started.html#development-version-pip).
- [X] I have checked the [release documentation](http://www.open3d.org/docs/release/) and the [latest documentation](http://www.open3d.org/docs/latest/) (for `master` branch).

### My Question

When I try to build an Open3D.dll as described in the docs (build from source), I have the problem, that the resulting dll contains a dependency to zlib1.dll.

This file is in the build/bin-dir but I would like to have a dll without this dependency, so other users of the dll don't need to install zlib. Is this possible to build from source without this dependency or is this only possible with the provided release-asset?

The asset on the release-build also does not contain this dependency, so I assume that it is possible and to have the dll without this dependency.