I've also seen games shipping with the D3DX9_??.dll it was compiled against (installed next to the exe). Scanning my steam games shows three different versions of them.

Given that D3DX has been deprecated, I would think for new development, the OP's time would be better spent going with the flow (DirectX Tool Kit, DirectXMath, D3DCompile), rather than finding ways to keep using it. Keeping a dependency to a deprecated and, in later versions obsolete, library won't make porting to newer versions of D3D any easier.