Every dependency increases the fragility of your program. What if you update the dependency and it breaks your program? What if you have two programs dependent on the same library -- but different versions? This just scratches at the surface of the problem.
Sometimes the risk is worth it: you need some complex functionality not worth writing yourself. In that case it's a good thing. But understand that it's a tradeoff.
This is a very dangerous argument for anything but the most domain specific or simple logic. Every time I roll something non trivial rather than using the widely testing and "battle hardened" alternative that increases the fragility of my program.
There are times when it makes sense, but those are the special cases, and carry a cost which should be considered.
> you need some complex functionality not worth writing yourself.
well, CMake supports downloading stuff from the internet - git repositories, etc. If you want to be able to download from https:// addresses I sure hope that you won't reimplement it yourself.
Sometimes the risk is worth it: you need some complex functionality not worth writing yourself. In that case it's a good thing. But understand that it's a tradeoff.