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It is intentional. We try to hide the headers of third party libraries to Urho3D library users in general. So, what you are observing is the same on all platforms. Only a few headers are exposed due to one of these two reasons:
[ol]
[li] they are included in the headers of Urho3D. So we have to install them to fulfil the dependency. Most exposed headers fall under this category.[/li]
[li] they may be required by Urho3D library users to extend the functionality in their own apps. Headers fall under this category are Lua, nanodbc, and SQLite.[/li][/ol]