From my point of view:
fpc uses in fpreport no statically dll - this is good :-) But Lazarus use this and compile the packages into itself. Now Lazarus need the libs at startup.
the second issue is, freetype dll itself need zlib1 - you can see it with eg. the CFF-Explorer - for proper working. So in conclusio you see nothing and have a dead Lazarus. You can nonly see more if you know the caveeats.
This is by design and IMHO not (direct) a bug. And it shows the possible design problems (?) between Lazarus and fpc. fpreport is a fpc product with _wrappers_ for Lazarus. Only the designer is more Lazarus-spezific.
And the installation of the component dint crash Lazarus. ONLY the missing dlls are Lazarus stopping for proper working. The ONLY goal for me is -> SHOW the user what is missing <- But who can show this ? Actual with the changes in LazLogger, you see default nothing on a terminal window, you have to use the --debug-log explizit to see the issue.