cmake does not recreate `setup.sh` (needs CONFIGURE_DEPENDS)

**Is your feature request related to a problem? Please describe.**
People end up with out-of-sync `setup.sh` because it was generated at the first cmake, not regenerated after subsequent git pulls.

**Describe the solution you'd like**
We need to add `CONFIGURE_DEPENDS` to the `configure_file` for `setup.sh`.

**Describe alternatives you've considered**
Keep calm and carry on.

**Additional context**
All these emails about depends here and depends there are causing me to see ads that should not be targeted at my age group.