I just like being explicit about which files end up in the build. It's a form of sandboxing, however limited and imperfect. (Build tools could go further to provide a more comprehensive sandbox, but meanwhile I have stuff to do and so I have to work with what's available.)
As well as automatically finding files to compile, if people working in other languages also want things downloaded during the build, dependencies automatically discovered, prebuilt dependencies retrieved, and so on, then good for them. But this is not stuff I want, and indeed I try to actively avoid it, to the extent feasible in the time available. (I typically try to ensure that all dependencies are built from source as part of the build, and that the source for each is included in the repo. This is usually fairly straightforward, and goes a long way towards eliminating annoying discrepancies between builds made on different computers.)
Anyway, this is not a moral question, and you must do what you want. These opinions are based on my experience, and if yours was different, I'm sure you had more fun. My point was just that if everybody feels like I do, then this might explain why CMake works the way it does, rather than some other way.