The DEPENDENCIES test case uses install(TARGETS) and so generates a warning:

 CMake Warning in CMakeLists.txt:
   WARNING: Target "test_prog" has runtime paths which cannot be changed
   during install.  To change runtime paths, OS X version 10.6 or newer is
   required.  Therefore, runtime paths will not be changed when installing.
   CMAKE_BUILD_WITH_INSTALL_RPATH may be used to work around this limitation.

Set CMAKE_BUILD_WITH_INSTALL_RPATH to avoid the warning since we do not
need to run the binaries from the build tree anyway.