If you dig in the forum and mailing list, you'll see it has been discussed in the past, with all possible (dis)advantages. First, it's not an easy task. Once it works for a platform, it should work for all. It must be started from RTL level (so there will only be 1 RTL shared by all packages and the IDE) and even we might need special format to export classes. There were attempts in the past but they all fail and seem dormant today.
Release versions might benefit from it, but development version (trunk) will not, since PPU format changes nearly daily. Moreover, executables might depend on them (unless we still provide static linking option which of course double the installation size) and welcome dependency hell.
It's not a big problem anyway given a decent system. Rebuilding the IDE takes seconds only, could be faster when the internal ELF linker is done for all ELF platforms.