To be honest I'm still not really happy with the whole sfml-activity/sfml-main thing, because it makes building really ugly, yet I haven't found any time to adjust or rewrite any parts of that.
End goal would be being able to build and deploy with any IDE (including Visual Studio), especially for debugging purposes, using only a single shared library similar to normal "native activity "builds.
Just out of interest: How does building normal native activities work? IIRC they also require WHOLE_STATIC_LIB, don't they?