Since cmake 3.16 there is an option to append a message in case of
failure to the standard error message. The output will look like:
Could NOT find Jemalloc (missing: Jemalloc_INCLUDE_DIR) (Required is at
least version "3.6.0")
Reason given by package: this is an optional dependency that can
be disabled by passing -DUSE_JEMALLOC=OFF to the cmake command line