ExternalProject: Restore driving install through build system

Revert commit 66b5d51f38 (ExternalProject: Install CMake projects
using 'cmake --install', 2022-09-08, v3.25.0-rc1~150^2).
It changed the ExternalProject install step command from:

    cmake --build <dir> --target install --config <cfg>

to:

    cmake --install <dir> --config <cfg>

The latter command no longer runs the external project build system
during the install step.  We could consider using the commands:

    cmake --build <dir> --target all --config <cfg>
    cmake --install <dir> --config <cfg>

as the install step, but if `CMAKE_SKIP_INSTALL_ALL_DEPENDENCY` is
used in the external project, that can change semantics too.

Revert the original change pending further investigation on other ways
to support its motivating use case.  Add a test covering the
previously-regressed use case.

Fixes: #24567
Issue: #23946

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