See install.sh comment:
# boost_iostreams
# The zlib options prevent boost linkage to system libs in the case where
# we have built zlib in a prefix dir. Disabling zlib in boost is broken in
# all versions (through 1.60).
https://svn.boost.org/trac/boost/ticket/9156
# The bzip2 auto-detection is not implemented, but disabling it works.