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Indeed, Sage installs its own Python.

Depending on the version of gcc available on your computer, it might also install its own gcc.

For ATLAS, there are environment variables you can set to tell Sage to use an existing version on your system. Depending on your operating system, unless you set these environment variables, Sage will compile its own ATLAS.

Maybe you need to save disk space? If so, if you are only planning to use Sage as is, without installing extra packages and without doing development, there are parts of the sage-x.y folder that you can remove after compiling (not sure which).