This was forbidden until very recently by auditwheel. It finally became possible very recently, but it should still be used with extreme reluctance.
You can do that hosting. And no, it’s not the way to solve things. The problem is not technical, it’s social. Once you start doing things like this at scale, you need a build farm and a common team / decision making capability. For your problem, say you go ahead with making these wheels. And then a couple more projects start relying on these gmp and mpfr wheels. Now you, caring about your two projects and being the owner of the PyPI names here, want to upgrade. So you do. And break those other users in the process. PyPI’s social model simply has no way to deal with the required coordination.
I’ll also note that we will probably end up doing exactly what you suggest here for OpenBLAS, needed by both NumPy and SciPy. But we’re going to be very explicit that it’s just to solve a specific problem for NumPy and SciPy, and anyone else relying on our OpenBLAS wheels is doing so at their own risk.