Because that seems to be the generally accepted way of installing packages and because for a complex package like this I don't want to spend all day manually installing dependencies, etc. Why do you have a better way to do it?
Re^4: Install Math::GSL fail
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Yes. By all means, use cpan to install all the dependencies Math::GSL has, but then use look to instll Math::GSL manually.
Its easier than trying to filter all noise cpan makes other methods to determine prerequisites