Missing Third Party Linux Library

I recently built the engine in VS 2015 Win64 while having the Linux tool-chain installed. Everything went fine with no errors whatsoever, however when I go into my game and package it to Linux, I get the following errors:

I went into the engine source file (UnrealEngine\Engine\Source\ThirdParty) and I saw that I do not have the libraries for Linux, only Win64 and Win32.

After setting up the CrossToolChain I had to run Setup.bat again to make it download the missing Linux dependencies.