Just because you don't like the single binary that works everywhere, doesn't mean that others find it a problem. One approach doesn't fit every possible situation.
Even if you think the wasted ram and the security issues isn't a problem, why is that an argument especially for Go, when almost every other language can be built into a single static file as well?
Because it is the normal, and only way for Go. Static linking isn't as easy for other language platforms, as some issues crop up (a google/SO search shows many questions). Often it is as simple as not having the static libraries available, or having difficulty linking with them because they still want to dynamically load other libraries.
ie other languages may not work, is less tested, and not normally done.
The original authors of dynamic linking concluded that the cost was way higher than the benefits, both in memory usage and general performance, but the client demanded it. Dynamic linking is the number one binary compatibility issue on Linux.
Go 1.5 has mechanisms for dynamic linking, though.