Never worked on any software which does that. Checking DLLs the way you described is a guaranteed way to break software after a windows update, or a driver update.
There’re many reasons why foreign DLLs can be loaded into your process. CreateRemoteThread is on the exotic side of things, other reasons are way more common.
Direct3D runtime loads user-mode DLLs implemented by nVidia/Intel/AMD/vmware/etc. MediaFoundation runtime loads quite a few DLLs, some of them third-party, implementing various transforms like codecs and containers. Many security-related software like firewalls load their DLLs into every process to check things. Some system software implements custom network protocols in DLLs, e.g. both HyperV and VMWare do that for their virtual networks. Apps like spy++ are using system-wide hooks, again that’s a foreign DLL loaded into every GUI program on that desktop. Many productivity apps like MS Office or Photoshop support scripting, users can often consume arbitrary DLLs in these scripts using LoadLibrary, COM and/or .NET.