Some do, most don't.

Anyway, you don't need to separate them in your source code to have a legible component on your distributable. C is the only language that insists you must have part of the source code before you can use the very public perfectly clear interface that is written all over shared libraries.

Also, you can distribute proprietary libraries by source perfectly well. And it's the standard except on very few cases where a corporation can coerce most of the world on accepting any shit.