Since commit e89ad0f9 (install: Allow installing targets created in
another directory, 2018-06-18, v3.13.0-rc1~407^2) we support calling
`install(TARGETS)` for targets created in another directory.  However,
install generators are associated with the directory in which the call
to `install()` appears.  This may not be the same directory in which the
target is defined.  Record in each target the list of install generators
it has.

Fixes: #19546