Most of this software can be installed without sudo by changing the prefix in the (pre-compile) configuration step. The prefix usually defaults to /usr/local, which requires root, but you can change it to (e.g.) /home/your_user_name/.local and install without special privileges. You need to add the directories to PATH/LD_LIBRARY_PATH etc. but then it works practically as an overlay on top of your distribution-provided packages without any permanent side effects or impact on other users.

You're right that most instructions don't explain this, though. They just kind of assume GNU Autoconf / CMake / Meson is intuitive to mere mortals.