That’s because Gforth is a threaded-code VM that saves dictionary images rather than compiling to native code.
As you prolly know, Forth blurs compile time and run time in general, and there’s no so-called clean compile, then link boundary like in C.
SwiftForth, VFX Forth, and iForth do emit real executables, and there are smaller native-code Forths for Linux too, but then the opportunity cost is losing Gforth’s portability and its standards-heavy library ecosystem.