Installation of build dependencies via Makefile is broken

[elevran]

What happened:
Running make on Linux.

$ make test-unit
Installing dependencies with apt...
Reading package lists... Done
E: Could not open lock file /var/lib/apt/lists/lock - open (13: Permission denied)
E: Unable to lock directory /var/lib/apt/lists/
W: Problem unlinking the file /var/cache/apt/pkgcache.bin - RemoveCaches (13: Permission denied)
W: Problem unlinking the file /var/cache/apt/srcpkgcache.bin - RemoveCaches (13: Permission denied)
make: *** [Makefile:461: install-dependencies] Error 100

What you expected to happen:
dependencies install cleanly (or message to install manually).

How to reproduce it (as minimally and precisely as possible):
As above. Run on system without dependencies (python, zmq, g++) preinstalled.

Anything else we need to know?:
Running as non root user by default (e.g., sudo required).

Environment:
Linux/Ubuntu (WSL)

[elevran]

cc @shmuelk @vMaroon