Code::Blocks at least must export CMake compatible makefiles.
Then let CMake to do that job.
I believe it is very important.
Well you believe wrong

, it should work the other way around. CMake should create CB project files from its own files, it generates platform specific files, like VS 2005 projects on Windows, XCode projects on Mac, and Makefiles on Linux. A module for CMake that generates CB project files for all platforms would be very helpful. There was even a CMake developer interested in this a while ago.
A major reason for this is that CMake does the whole auto configure and process while CB doesn't. So you would not really be taking advantage of CMake if you generate those files from CB projects.