I'm not sure about that, but cmake creates custom makefile projects as far as I know.
If that's the case (you see this if you have less build options and the custom makefile checkbox on the first properties tab of the project is checked), you can only compile targets included in the makefile, other settings can not be sent to the compiler, because all the compiling and linking stuff is done by the makefile.
You have to change the makefile manually to make this behave different, or maybe there are switches or configuration options for cmake, that make it create more targets.