For most people this is a feature not a bug as you suggest. It may come across as PITA, and for many people will do, but as far as I am concerned, while also having experienced the pain of package managers in C++, this is the right way. In the end it's always about the trade-offs. And all the (large) codebases that used conan, bazel or vcpkg induced a magnitude more issues that you would have to handle which otherwise in a plain CMake you would not have. Package managers are for convenience but not all projects can afford themselves the trouble this convenience brings with it.
Coming from a different ground (TypeScript) I agree, in a sense that there is a line where apparent convenience because a trouble. JS ecosystem is known for its hype for build tools. Long term all of them become a problem due to trying to be more convenient, leading to more and more abstractions and hidden behaviors, which turns into a mess impossible to debug or solve when user diverges from author's happy path. Thus I promote using only the necessities, and gluing them together by yourself. Even if something doesn't work, at least it can be tracked down and solved.
