Your only option is to recompile OpenAL as a static library, recompile SFML to use that static library, and adopt a license for your project that makes all this possible (LGPL or compatible -- with everything that involves).
Thanks so much for the positive answer and directions, I'll do that and give a good read on
http://openal-soft.org/ and
LGPL v2.
So much pain... for what benefit?
A retro game, because it's small. I want it to look like single-exe old games like Dangerous Dave (DOS) or SkiFree. Yes, it's mere artistic touch, but it's no pain at all, I love this. If it were, I'd just go with the
package trick from Ludum Dare.
Out of that, I agree, it's unpractical. I prefer DLLs for everything instead,
even resources because I do partial updates.