ENH: only depend subdir builds on TARGETS, not all sub dir operations, we do not want to build when doing a make depend

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ENH: run CMake a second time. The first time it is run, some cache values are computed. The second time it is run, some commands check if the value is already in the cache and return that value instead of re-computing it. Therefore this ENH: a) make sure that this specific code is tested, b) increase coverage.