You certainly have to set one up for Rust. I'm not sure about Go. Unless I need speed I generally reach for python, but even it sometimes needs a C compiler. I'm surprised the Node.js never needs one? Usually these "higher level" languages end up (on large projects) ultimately calling out to c/c++ libraries of some sort that aren't included in the "native libraries". Is that not true for node.js ?
Yes, Rust guides you though setting up tge MSVC toolchain, then everything Just Works™, I'm not sure which toolchain the Rust sqlite3 bindings crate uses, but it also just works.
Actually, a lot of Node.js is written in plain JS, even large parts of the runtime itself, I've never needed a C compiler. This was mostly to make it easier for contributers that don't want to learn C++.
It's extremely rare for libraries to require any system dependencies, such as a C toolchain. Sharp (libvips bindings) will try to download precompiled binaries from a bucket somewhere, this is all done in ad hoc postinstall scripts, for better or for worse... Other libraries use JS as a C compile target with asm.js, opinions aside, it actually works pretty well.