I was redirected to this forum by a member of github vscode-cpptools.
Please refer to the github link https://github.com/microsoft/vscode-cpptools/issues/5695 to see details of the idea and its comments. It is about how to reduce the size of C/C++ compiler that is required by Python packages, take dtaidistance for instance, among many others. It would be good to be able to run them with MinGW instead, or to reduce MSVC strongly in size.
There was a workaround until Python 3.4 which might also be an approach now: Use MinGW compiler till Python 3.4 by adding a “distutils.cfg” to the folder “\Lib\distutils” in Python install directory. It would be nice to have that MinGW “distutils.cfg” workaround for the recent Python versions as well.