CMakeLists: Remove manual pull-in of already found libraries

[j-berman]

Bringing this commit by @TheCharlatan over from #30 also :)

[vtnerd]

How much of a pain is it to get this mergeable with the develop branch? Arguably this one in particular (which fixes no bugs technically) should be made against that branch first before being pulled into other branches. One difficulty is that I have no CI system to verify this at the moment.

[j-berman]

Not a pain :)

But adding, this PR is necessary for the release branch too otherwise the docker build errors out with a missing libzmq.so error at runtime.

I think if we squash commits before merging PR's it would be easier to track/cherry-pick all the right stuff going forward

[vtnerd]

I think if we squash commits before merging PR's it would be easier to track/cherry-pick all the right stuff going forward

Agreed. I should've asked for a squashed commit before merging; I lost track of one commit and it caused some havoc.