That certainly sounds like an issue with cmake, rather than with globbing in general. With a properly written makefile, or with scons, there is no issue whatsoever in globbing to find source files. This is one of the main reasons that I have stayed away from cmake, because needing to specify an explicit list of all source files is setting myself up for errors in the future.
What's probably happening is that most people don't mind, and the current behaviour maps neatly to the way most IDEs behave. And so there probably isn't the will to change it. CMake does have an issue tracker: https://gitlab.kitware.com/cmake/cmake/issues
Autotools also requires you to explicitly enumerate all of the source files that end up in your build, although it also properly sets up Makefile dependencies so you don't have to re-run autotools when you add a new source file (like you do with CMake)
You typically don't have to do this with cmake either. The build depends on the CMakeLists.txt file (and the files it depends on itself), which is where the list of source files is stored.