It is possible that cross linkers can't shared link, or refuses to do so if some global resource (like ld.so.conf) is not found.
It is also possible that certain default paths are set. Maybe the linker makes a difference between shared and static linking directories.
Anyway, it is clearly not a FPC problem, but a linker one. Searching AIX maillists looking for crosscompiling or simply "windows aix crosscompile" seems the best option.