Actually, the contained FPC is build from sources for the installer.
But those packages being part of FPC, does explain why they are not individual Lazarus packages, that can be rebuild from within the IDE, like the LCL.
Adding debug info there too, would massively increase the size of the installer, and very few people will need it.
In fact adding debug info there would annoy most people. If you build the entire FCL and RTL with debug info, and you step your app, then you also step into AnsiStringIncRef/DeRef and other helpers.
SomeString := SomeFunc(OtherString);
Stepping with F7, will not (immediately) enter SomeFunc, but go into AnsiStringIncRef first.
Then you must use F7 at the end of AnsiStringIncRef to step to SomeFunc. If you use F8 at the end of AnsiStringIncRef you will never step to SomeFunc.
So an RTL with debug info, would annoy 99% of the users. The line needs to be drawn somewhere, FCL could be either way. But RTL and FCL ace build together, with one call to "make". Splitting this up would be a lot of work.
There are tools like fpup (or fpcup?), that can help maintain your self build copies of fpc and Lazarus. (search forum and wiki)