CMake shouldn't add "/DWIN32" for Visual Studio Generator
Preprocessor definition "WIN32" is always enabled in CMake-generated projects (MSVC). https://github.com/Kitware/CMake/blame/d7af8a34b67026feaee558433db3a835d6007e06/Modules/Platform/Windows-MSVC.cmake#L215
AFAIK this define may come through including headers from Windows SDK. But new Visual Studio project that was created from Visual Studio interface doesn't contain this definition.
I couldn't find any reason for it to be enabled by default.