If a statically linked library contains a security hole and you don't patch your software immediatly you expose your users to unnecessary risks, if a dynamically linked library contains a security hole the user will get an updated version of the library installed automatically by the OS(Atleast on those with a modern package management system, Windows still only sends out updates for Microsofts software, but the RTE for C++ on Windows is Microsoft software and it does get security fixes, some critical, through Windows Update) as soon as it is available.
For single player games not that big issue (though it is still an issue). However you can always provide a patch for your game (regular patches are a good idea anyway).
Two more things. Games have often a much shorter lifetime than other software, which reduces the chance that a huge bug is found in the msvcrt. And games get patched more often than other software. Sometime old versions of some office/commercial software is used for years without any updates (never change a running system).
Note microsoft is the exception here, since they have a unique distribution channel shipped with their os. For most other third party libraries you will probably be better of to ship a new version of the library by yourself using a patch/update/whatever since you can't expect the user to update them.
Static linking is the lazy route, making sure your application installs properly is the proper way to go.
I would happily take the lazy route, adding another step where the msvc redist installer opens up and confuses the averange computer user isn't exactly great. Besides if you're doing a hobbist project (something for yourself and your friends), copy&paste install is much easier than building a installer and convincing people to run it.
Yes I know I'm really lazy and don't like to okay->agree->continue->browser->accept->done if a simple ctrl+c, ctrl+v can work too.
Case in point - MineCraft (java)
As mentioned before not something all would consider fast.
I don't think it sucks performance wise, but the gameplay in general is a bit more on the calm side.