It will be difficult for me (it's been over two years since I researched it), but I will try to remember the reasons why you can't link it statically.
It's the only way to have a single wxApp object. If you link codeblocks.dll statically (i.e. static libcodeblocks.a), then it will have a different wxApp from the main app's and nothing will be working...
Keep in mind that the sdk (codeblocks.dll), as well as the plugins, can have their own message loops (and infact they do). With a single wxApp object marshalling the app everything works fine.
Yiannis.
