Because you don't have glib installed. pkg-config prior to version 0.26 shipped with a copy of glib.h that was sufficient to build pkg-config. That is not the case with 0.26. If you follow the pkg-config instructions in the stable BLFS documentation
, it will tell you glib is a dependency.
On the other hand, makedepend is not required to install Xorg if all you want is a GUI (at least it didn't used to be). Of course, you will need glib if you plan to use GTK2.