Earlier quoted context omitted.
What's wrong with dependencies?
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 tradeof…
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.