When deeply nested libraries generate PRNGs, all that layering becomes impure and must be treated like any other stateful or IO code. In Haskell, that typically means living with a monad transformer or effect system managing the whole stack, and relatively little pure code remains.
The messiness gets worse when libraries use different conventions to manage their PRNG statefulness. This is a non-issue in most languages but a mess in a 100% pure setting.
What I don't understand about your comment is: Where do these "deeply nested libraries" come from? I use one library or even std library and pass the RNG along in function arguments or as a parameter. Why would there be "deeply nested" libraries? Is it like that in Haskell or something? Perhaps we are using different definitions of "library"?
The messiness gets worse when libraries use different conventions to manage their PRNG statefulness. This is a non-issue in most languages but a mess in a 100% pure setting.