The functions in stdlib.h and stdio.h have implementations in libc.so (or libc.a for static linking), which is linked into your executable by default (as if -lc were specified). GCC can be instructed to avoid this automatic link with the -nostdlib or -nodefaultlibs options.
The math functions in math.h have implementations in libm.so (or libm.a for static linking), and libm is not linked in by default. There are historical reasons for this libm/libc split, none of them very convincing.
Interestingly, the C++ runtime libstdc++ requires libm, so if you compile a C++ program with GCC (g++), you will automatically get libm linked in.